Jesus was Jewish and he believed in the Jewish God; he accepted the Jewish law; he practiced Jewish customs; and he gathered Jewish disciples and gave them his Jewish interpretation of the Jewish scriptures. I think Jesus may have had a distinct understanding of Judaism and may have wanted to reform Judaism, but he had no conception at all of the start of a new religion—let alone a religion that was based on his death and resurrection.
Jerry Coyne wonders why atheists are so scared of a historical Jesus:
Perhaps some of our concern comes from this: if we can show that there’s no historical Jesus, then the myth of Christianity tumbles down. That is, it’s no so much about convincing ourselves about the non-historicity of Jesus as convincing Christians. And it is the Christians who have the hard work ahead of them, for even if Jesus was demonstrated to be a historical person, they still must adduce independent evidence for all his divinity attested in scripture. … Christians conflate the existence of a historical Jesus with the existence of a divine Jesus.
The debate may never be settled:
[Albert Schweitzer, a 20th-century theologian and missionary] said that looking for Jesus in history is like looking down a well: You see only your own reflection. The "real" Jesus, Schweitzer says, will remain "a stranger and an enigma," someone who is always ahead of us.