The Norseman
I think that the only real answer comes from what assumptions one makes a priori -- the people who think that "Yeshua existed" approach any evidence it is always read in such a way as to show support to the concept that "Yeshua existed". Those that say "Yeshua did not exist" approach the evidence in a more realistic manner -- they're saying in essence "what can we bring forth that has evidential value in a Yeshua existing?" Then the answer "we don't really know" becomes very clear whereas the first assumption always and forever muddies the waters
Fortunately, those aren't the only two
a priori beliefs available. For example, there is "I accept both logical possibilities as serious possibilities, and lean 100p - 100(1 -p) favoring (or disfavoring or neutral toward) the existence of a historical Jesus who counts." Example: your obedient correspondent, who's 60-40 in favor.
Evidence, then, can be evaluated for its prospects to move that split one way or the other. Unfortunately, there is very rarely any new evidence of much direct weight, so perhaps everybody, regardless of prior opinion, is sorely out of practice revising their beliefs. Even a prominent exception, like Bart Ehrman, who had a "crisis of faith," especially about the non-historical (religious) aspects of the Jesus hypothesis, apparently hasn't made (or hasn't been able to make) a habit of exposing his basic historical beliefs about Jesus' existence to revision.
tsig
What's so hard to understand about the early Christian belief that Jesus existed isn't proof that he did in fact exist.
Nothing at all. What's so hard to understand that it is permissible to have an opinion about an uncertain question of fact? And if it is uncertain, and the thin body of evidence changes slowly if at all after 2000 years, then what's so hard to understand that in a population of comparably informed rational people, you would expect a diversity of opinions?
What is supposed to bring about consensus, except evidence? Copious fresh evidence is unavailable (as almost all here appear to agree, since they find so many different ways of saying it). Only rarely is an uncertainty resolved by picking up a dead mouse from the kitchen floor. More typical is a prolonged accumulation of evidence, no one piece of which "proves" anything, but taken as a whole, the body of little pieces persuades.
The only thing that's much accumulated in this case is impossible stories, some of them literally childish (Where do babies come from? Birds bring them.). OK, that being the case, you adopt the opinion that suits you, if any, and realize that what suits you is unlikely to suit everybody else. Disagreeing with you isn't proof of anything, either.