Well first off that really isn't my problem. If there is no evidence that someone in history existed it is not my fault. Go dig in the dirt and find it.
Secondly you will notice that every time this argument is brought up they always reference a historical figure who we do have evidence, while they were alive, that they existed. Julius Ceaser is usually cited.
Third, even the reduced to the minimum non-supernatural Jesus is an extraordinary claim and extraordinary claims require extraordinary evidence. If the minimum Jesus is to believed he came from a one-horse town with no one literate. Mastered the arts of illusions. Migrated. Within six months convinced a bunch of people to abandon their families. Got several people to help him with his tricks. Figured out the rock formation under Gallie. Convinced all of them to follow them to what was definitely suicide.
Now the fun part is what happens next. Pilat decides for no reason at all not to go after the rest of them, they form two separate communities, become a threat to the Pharisees on their own turf, inspire Paul to attack them, convert him, get him to start his own counter-counter movement off the original movement. All the while they are able to survive attacks by everyone around them for well over a century. The timeline for all these movements, counter movements, counter counter movements, multiple communities? 1-3 years.
Could you do this? Do you think with the clothing on your back you could go to a backwater of a backwater and pull all this off in the same time period? Could anyone do this?