Why is it offensive to question a historical Jesus?

I was listening to conservative talk radio and the host, not a Christian conservative but a Jewish conservative, asked his guest a question on the topic of Jesus. The question drew the response that Jesus never existed. At all. The guest was David Silverman, president of American Atheists. The host was offended. He stated in it was offensive, insulting and intolerant for Mr. Silverman to say this. My question, why? Mr. Silverman could be wrong, maybe there was a real Jesus who the legend of the son of a deity is based upon. I don't know for sure. But, I do know the historical evidence of an even non-supernatural Jesus is very lacking.

The first mentions of him come decades after his supposed death. Moses also didn't exist. Neither did Adam/Eve, Noah or most of the figures of the bible. Is it that offensive and insulting for me to state this? As an atheist, should I not mention this, or are Christians that easily offended at my statement? I hope not.

If it is offensive and insulting to state a Jesus never existed, that means theists get to write the rules of discourse. Off the table they take any question of the existence of Jesus, because they find it offensive. Yes, millions of people worship this being, but millions of people worship Allah. Millions worshiped Ra, Odin and Zeus. Doesn't make them real. If Jesus existed, it isn't based on faith but evidence. To state, where is the evidence should never be considered offensive. To state that it is insulting to ask questioins, is ultra-political correctness.