One criticism forwarded against the historicity of Jesus by "Christ Mythicisits" is why Jesus is rarely referenced by Pagan/Classical authors? Greek NT scholar, Murray Harris (author of Jesus as God) provided the following answer which is pretty much spot-on:
[W]hy is the pagan testimony to Jesus to scanty?
It should be noted, in the first place, that our knowledge of any aspect of first-century history is dependent on comparatively few witnesses, witnesses that themselves are fragmentary. Secondly, Roman writers could hardly be expected to have foreseen the subsequent influence of Christianity on the Roman Empire and so to have carefully documented the beginnings of this new religion in the appearance of a Nazarene prophet . . . Thirdly, for all its political turbulence, Judaea was in a remote corner of the Empire of little intrinsic importance to the imperial capital. The summary execution of a messianic agitator in Judaea would have been no exceptional occurrence. Josephus tells us that ‘about two thousand’ Jewish insurgents were crucified by the legate of Syria, Quintilius Varus, following the widespread disturbances after the death of Herod the Great in 4 B.C. (War 2.75) (Murray J. Harris, “References to Jesus in Early Classical Authors,” in DavidWenham, ed. Gospel Perspectives, vol. 5: The Jesus Tradition Outside the Gospel [JSOT Press, 1984], pp. 343-68, here p. 358)