One way to explain that is, Jesus was not considered all that important to Rome, when he was alive. Christianity only gets attention from Rome, when there is a disturbance in the force, that leads to persecution of Christians. Pontius Pilot, was a local Roman governor, who does not see anything worthy of death, when it came to Jesus and the charges of the Jewish clergy. Jesus was of little concern, at local level, never mind the Roman empire. It was not worth writing to Rome about this event, since all was under control, locally. It was a local matter. Pilot did not anticipate that the death of Jesus would slowly catalyze something that would eventually stick like a thorn in the paw of Rome, yet someday become part of Rome. Another way to explain this has to do with an analogy of modern approach of the democrats. We now have revisionist history taught in schools, where facts of the past are replaced with new cherry picked facts, to push an emotional agenda of diversity. Another way is would be the point of preserving the history of an enemy of Rome, who brings so much turmoil to their political sphere? This would help your political enemies and make your POV appear to contradict the facts you present. The IRS E-mails were lost forever, on purpose, so they could alter the history of the event. The future will assume there was no proof but there is none to be seen.