Civilisations have to put a lot of effort into recording images. It's only rulers and powerful or politically-influential people who get their portraits painted or made into some other reasonably-permanent physical form.
That's true today: how many portraits are there of the British Queen, for example [on every coin and banknote and many many more] compared to Joe Bloggs? Even if Joe lives in a nice house, or is a Member of Parliament, far fewer. In this internet age, there are many images of media celebrities, but even they are mainly digitally stored and don't exist in a permanent form like a sculpture.
Jesus wasn't a ruler. He was an itinerant preacher. If there were any portraits of him they were likely to be on Wanted posters; even if his disciples had painted portraits they would have been on ephemeral materials.
The theological reason that there are no images is that what he looked like is not important. In fact it could be counterproductive. It's what Jesus did and what he said which are important, and they were certainly remembered and written down for posterity.
Jesus is the epitome of being "all things to all men" (1 Cor 9:22) — because there is no contemporary image, we are free to imagine him as we will so that what he tells us is relevant to us and not limited to those in some far-off place who happen to look like him.