I hate to derail a thread, especially one as partisan as this one that I've weighed in on, but the historicity of Jesus is fascinating. Paul's letter's are by far the oldest extant compositions in the Bible. He's notable for the fact that he never met Jesus while he was living and that the Jesus that Paul describes in his non-apocryphal letters is an eternal celestial being with Gnostic aspects, almost completely devoid of historicity. Most references to Jesus outside of the Christianity, Jospephus, Tacitus Suetonius, etc. could have come from Christian sects themselves, or have been later insertions/interpolations/forgeries. Even the later account of Jesus in New Testament when shorn of their supernatural and obvious prophecy fulfillment elements presents a life with remarkably few details.
And yet, the story told is plausible for a historical figure, and with the gigantic strides that have been made in our understanding of ancient history and archeology, including the uncovering of previous lost texts, archeological contexts and and countless contemporary non-literary records, there is nothing that has falsified the outline of Jesus' life that we have in the bible or even made it seem less plausible.
So, how to evaluate the situation where our knowledge of the era has increased vastly, yet no confirmation or even new suggestive evidence has been found that Jesus was historical, and yet, in our vastly expanded view of the ancient world, the general consistency of a demytholized historical Jesus has remained? These facts pull plausibility in two different directions.
My personal, amateur opinion, which is idiosyncratic, is that Lucian provides the key. Lucian's The Passing of Peregrinus details the life of Peregrinus, a cynic philosopher who converts to Christianity causes all sorts of schismatic mischief, is eventually expelled for moral impropriety and self immolates himself on the Olympic bonfire presumably in imitation of Indian mystics. Lucian was ethnically Syrian, and his writing, especially his On the Syrian Goddess, showed that he commanded considerable, detailed knowledge about religious practice in the region. So, while the Passing of Peregrinus is satire and mostly directed at his favorite target, Cynics, we can expect it to be well-informed and unlikely to have been tampered with to improve the image or notability of Christians, at least by other Christian apologists. The Christianity that Lucian describes is a naive, credulous religion that undergoes a philosification which then becomes discredited. One can imagine that if this happened, perhaps several times, that the restoration of the original corporeal founder would have had few remaining historical details left. Lucian doesn't refer to Jesus by name, but instead in the following way:
It was then that he (Peregrinus) learned the wondrous lore of the Christians, by associating with their priests and scribes in Palestine. And—how else could it be?—in a trice he made them all look like children, for he was prophet, cult-leader, head of the synagogue, and everything, all by himself. He interpreted and explained some of their books and even composed many, and they revered him as a god, made use of him as a lawgiver, and set him down as a protector, next after that other, to be sure, whom they still worship, the man who was crucified in Palestine because he introduced this new cult into the world.
I contend that not only does this answer the question of why it's so difficult to show a historical Jesus, but also that one can find echoes of Paul, a pseudonymous name like Peregrinus, perhaps as a composite. Richard Carrier has written extensively on the historicity of Jesus. He comes out on balance against it. But he provides an ancient history view outside of the profession of early church scholarship and biblical and Christian studies. In particular he answers the question of why professional certainty in academia of the historicity of Jesus far exceeds the strength of the evidence.