History is a collection of usually third hand accounts of events and people.
Well, no. History is made up of a wide variety of sources - literary and material, fictional and factual, primary, secondary and tertiary. The reason why so much of ancient history reads like a list of kings and rulers is because these people are typically those whose existence is most firmly attested in primary, secondary and tertiary sources:
For example, we know for a fact that Gaius Iulius Caesar existed because we have not only contemporary second hand records from friends, rivals and enemies, but also coins minted in his name, records of some his speeches, and official Roman records noting his consular reigns, and so on.
This is one major reason why historians struggle with prominent figures who came from relative obscurity, as they are generally not considered important enough to record by the elites who would be the primary source of literary sources in history. This is compounded when we look at religious figures like Jesus, Mani or Pythagoras, because then we may have secondary sources of their existence, but they tend to come almost exclusively from inside the religious movements they founded, and therefore have a vested interest in not only making the facts surrounding their supposed founders conform to a narrative that fits their place in that religious movement, but to also omit or even outright expunge any facts that do not.
With Jesus we also have documents which purport to be first hand on some things and closer than most history on other things.
Tacitus and Josephus may be the main extra Biblical sources for Jesus but there are certainly others and most historians accept the historicity of Jesus.
Sources for the historicity of Jesus - Wikipedia
I like the Jewish mentions of Jesus and how they don't claim that He did not exist.
When it comes to the Bible, I see all the New Testament as witness to the existence of Jesus and even though Paul may not have seen Jesus (unknown) it would most certainly be a very stupid man who started to be a disciple of someone whom he knew did not exist. So the Jewish story was not that Jesus did not exist, but that He was a heretic.
We are talking about people (disciples) who lived close to the events and not about people who knew of Jesus as Mithraites may have know of Mithra, from stories only.
The historicity of Jesus is certainly better than that of others in Ancient history whose existence we do not question.
Nobody who wrote down anything about Jesus of Nazareth - the historical figure, not the divine entity - was contemporaneous to him. All writings we have about him not only post-date his death by
at least 20-30 years (as in the case of Mark's gospel) or more (as in the case of everybody else), but they are exclusively written by the members of the religious community he allegedly founded, and so are inherently biased towards a certain narrative.
I agree with your argument that there are many other historical figures of whom we know just as little as Jesus, and I also agree that, much like Pythagoras, he was likely a historical figure that factually existed. But anything beyond that is going to be conjecture.