The problem is with their journey and goals, Jesus supposedly need to be a common man, before his sacrifice so a common pan on a province of the Roman Empire, will not let enough evidence of his existence, curiously we got more hard evidence and historical mentions of different sources of others Jewish messiah claimants and even Christian messiah claimants, than from Jesus.
Muhammad was an Arab merchant that was involved in tribal wars when he began to subjugate other tribes through either diplomacy or conquest. Armed conflict that get you mentioned by your enemies, so we got more hard evidence and historical mentions of different sources ...and we got a tomb many pilgrims continue to practice a ziyarat—a ritual visit—to the tomb... curiously In the Wahhabi interpretation of Islam, burial is to take place in unmarked graves.
Buddha...Gautama is the primary figure in Buddhism. He is believed by Buddhists to be an enlightened teacher who attained full Buddhahood ...hint believed...the life of the Buddha as it comes down to us is largely fabrication. Yet today, the historicity of the Buddha is rarely questioned, though we continue to question the historical basis of various events that happened during his long lifetime... atheist are just the people who do not believe in the invisible entities that some people call gods... not about ..if people exist or not.