Could you point to anyone saying "we have tons of proof"?
I haven't seen anyone argue that there is any certainty regarding the identity, or even existence, of an historical Jesus. The position that's been presented is that it's quite plausible that there was an historical personage who was mythologized by his religious followers and subsequent generations of believers. It is also possible that Jesus was entirely mythical, but this hypothesis is less parsimonious than the historical Jesus hypothesis. But even so, the best we can say about an historical Jesus is very minimalistic: He seems to have been an itinerant preacher, most likely from the Jewish apocalyptic movement, who attracted the attention of the Roman authority under Pontius Pilatus and was executed for sedition. This scenario fits with the apocalyptic sayings attributed to Jesus by various authors, and it explains why the narratives about Jesus depict him being executed by the Romans. It would be wonderful to have some contemporaneous reference to Jesus' life and identity, even just a list of names on a Roman account of executed criminals including, "Jesus of Nazareth - High Treason". But we don't have anything of the sort, not only owing to the remote history and rarity of ancient texts, but due to the virtually total destruction of any official records during the 1st Jewish-Roman war. So all we have are the religious writings that Christians were producing in the decades after Jesus is said to have been executed.
No one that I've seen in this thread has said that an historical Jesus is a certainty. What has been disputed most has been the claim that Jesus was certainly mythical. And even then, it isn't the possibility that Jesus could have been entirely mythical that has been objected to, but rather the fallacious nature of the arguments employed. I have no problem attributing a measure of probability to the mythical Jesus scenario, but when someone claims that Jesus has to have been mythical by employing appallingly bad arguments, like, "They said he performed miracles", or, "There are no surviving texts from the 1st Century", or, "Nobody famous referenced him during his life", then I have to point out that those are not valid arguments. It doesn't mean that I'm arguing the opposite, that Jesus was therefor historical. It just means that I'm pointing out that the arguments being presented against Jesus' historicity are, in this case, fallacious.