I think the difference between doubting Pythagoras and doubting Jesus is that no one is claiming g Pythagoras existed to bolster their claims on holding a moral superiority.
Pythagoras literally ran a mystery cult, and was associated for centuries with magical/divine powers after. Look at what probably happened to Hippasus.
Modern Bible scholars disconnect any ideas about moral superiority. The goal is to understand Jesus as a man, to the point where you can find polemics by modern Christian scholars about how godless the field is.
It’s good to question things, but there needs to be reasoning behind your question. There needs to be some sort of explanation of how a conspiracy developed to make a guy up who was crucified (Jewish conceptions of the Messiah at the time were more a kingly type ordained to overthrow the Roman yoke, and crucifixion is a pretty humiliating death…) Where is the motive, means and opportunity for a bunch of people to simultaneously decide this guy existed?