We also know for example that the types of beliefs detailed in Exodus, especially the idea that the Israelites worshiped Yahweh alone as the only God, are not historical. Belief and worship of other gods were common in both the ancient kingdoms of Israel and Judah long after the supposed time that the Exodus happened - in particular El (who was later associated with Yahweh) and Asherah (who was sometimes seen as the wife of Yahweh). So at least this aspect of the Exodus narrative is directly contradicted by archaeological evidence.
This is similar to the reason we believe the stories in Genesis are not historical, e.g. the flood, - if they had been historical, we expect that they would have left behind certain marks; those marks haven't been found, so we have a reason to believe that they didn't happen.