The argument isn't generally that "Jesus" isn't a person, but rather probably built off one person, but also a collection of stories about people who might be other persons or made up. There were lots of messiahs at the time, and considering that the first gospel was probably written a good 20-to-60 years after the protagonist's death, it seems reasonable to many to presume that some the stories might be stories about other messiahs at the time that got passed on.
It obviously doesn't matter if actual divinity isn't at stake. Did Socrates exist? Maybe... probably? But he's depicted as two very different characters in the two sources we have (Plato and Xenophon). Which one is the 'real' Socrates. What about Homer? What about Achilles? Having long dated historical documents, especially one's that are more about the story than the person gets complicated.
Do I think that a person named some translation of "Jesus" existed, and generally lived the life described in Mark? Sure, maybe... It gets a bit dramatic at times, but it's plausible. Was that the exact same guy as the "Jesus" in Josephus? Hard to say... Maybe? Do I think all the things written in the gospels, and Josephus and the guy referenced by Tacitus all the same Jesus, and were all the things that happened real and/or happened to that specific one person? I find that to be wildly improbable.
Again, it sort of doesn't matter to non-religious folks. I don't think the person in the story needs to be "a person" just like I don't think Plato's depiction of Socrates needs to be 100% accurate, or even mostly accurate (it seems very obvious that liberties were taken). I don't think it really matters whether William Shakespeare or secretly someone else wrote all those plays. It really doesn't matter to people who have a healthy amount of skepticism... It's perfectly fine to admit that we don't know. The stories are still there and they're good stories.
It only really matters if one has built their identity on some long lost non-verifiable, historical parchments being the truth about the universe... I know many people have chosen to do that. I was brought up religious.