The reason for this is quite simple... Jesus was just another of the many prophets who existed in this era of Israel, an era of great political uncertainty in which the Judean countryside with filled with all sorts of roving bandits and revolutionaries (read Josephus for all the background). People who fit the general profile of Jesus were literally dime-a-dozen at that time, and public executions of these sorts of people was a pretty regular occurrence. The historians from that period and region were focused on the greater discourse of the time, namely the tenuous nature of the Roman vichy government that existed at the time, and the growing discontent and militancy of the Jews against oppressive Roman rule.
That being said, the Dead Sea Scrolls consist of material that is either older (the Torah) or more obscure than the mainstream events of the time, such as the documents related to the hermetical Essene sect of Jews (or some group similar to the Essenes).
In short, you're looking for historical evidence of Jesus' existence in a totally unrelated place. There isn't much direct evidence, really, except for his most immediate followers and the tradition that followed them. However, given what we do know about Jesus, one wouldn't expect historians from his time to mention him. Christianity, his teachings, and his death only became historically important much later on.
