Why do historians say that there is no evidence that a historical Jesus existed? Furthermore they deduce that Jesus is a conglomeration of several mythical and/or pagan characters.
Here is a typical documentary which lays out those facts.
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I'm no authority on this subject, but having asked myself the same question and done my own research on it before, I've come to the conclusion that Jesus really did exist in some way. It's the majority scholarly consensus.
I myself am actually an atheist, and I was excited by the work of Richard Carrier, a prominent mythicist. But the more I looked into it, it seemed that his arguments don't hold water.
I can't give you a great deal of detail on this; I didn't write down anything I read about it. But I can tell you that Bart Ehrman is a prominent New Testament scholar and atheist who defended the historicity of Jesus against Carrier. Linked below is a lengthy blog post of his in response to one of Carrier's.
I hope this helps!