It is conceivable Jesus Christ could have gone unnoticed -- there were lots of miracle workers and would-be Messiahs about and the whole topic must have been something of a bore.  My attitude is that absence of evidence is not proof of absence, but it is damn good evidence.  The thing is that extraordinary claims (and the whole Jesus story surely is extraordinary) require extraordinary evidence, not just rationalization of absence of evidence.

The reason people persist in such irrational belief has to do with meme theory, at least this seems the most readily acceptable idea.  Once an idea gets hold -- and it can do so for reasons outside rationality (emotional appeal, childhood indoctrination, etc.), our minds leap at anything that allows keeping the notion in spite of anything -- at least some people's minds do -- hence Bigfoot, lake monsters, flying saucers, hollow earths, alien abductions, ghosts, demons, visions of the Virgin Mary, miracles, and on and on and on.

The religious memes also have a cute trick -- they make what is called "faith" into a virtue, sometimes near the paramount virtue, rather than the vice of superstition and believing what we want rather than what the evidence supports.  It is all feel nice stuff, and for sure believing makes us feel great.  I'm more interested in truth than joy, although I'll take joy when it doesn't require that I lie to myself.