The answer is very simple. Jesus was a marginal Jew in a marginal region in the empire. He made no real impact himself that affected the elite members of the society. His ministry was among the lower classes, who were predominantly illiterate. The vast majority in fact were illiterate. His ministry was primarily in smaller villages, among the peasant classes.
He never gained a large following, he never really upset the balance of power. He did nothing really worth noting. Especially when we consider that those who did the noting that we know of were the elite of the society, who really wouldn't have cared about Jesus if they ever even got a chance to hear about him (again, Jesus preached primarily in rural area, which were primarily the peasant class).
This is the same reason why nearly no one mentions John the Baptist. It isn't surprising at all really.