Well to start with Jesus wasn't a priest, nor did he wander around the Middle East. His ministry was limited strictly to Judea according to the Gospel accounts. It was his later followers who spread the 'good news' all over the Roman empire.

But of course if you automatically discount the evidence of the people most likely to record the existence of religious teacher, ie: his followers, naturally one is driven to assume that neither Jesus, nor Mohammed, nor Zoroaster, nor Buddha ever existed. Ergo Christianity, Islam, Zoroastrianism and Buddhism all appeared spontaneously out of nowhere.



By this standard Socrates proabably never existed either as he is attested to only by his followers Xenophon and Plato. I mean it's not as if we have the records of his trial or an account from one of the jurors.