I will offer 2 possible explanations--and, until science advances to the point where we are able to access or disprove the astral plane, both are plausible.
(1) Jesus is totally fictitious, stolen from other gods and goddesses. Legends about the sun "dying" in winter, remaining "dead" for 3 days on the Cross of the Zodiac (or the Southern Cross, depending on which version you pick), and being resurrected were picked up by the ancients. Horus is a prime example of this--the first sun god. Jesus was simply ripped off from this, and some 20 others that were supposedly born of virgins and died on a tree or cross.
(2) Jesus did exist. However, he was nothing more than a Jew that turned apostate by the time he was 12. He did all he could to ruin Judeo-Christianity, and got slaughtered for doing so. Then Paul and other faithful Jews (the apostles were not Gentiles at the time) wrote the story, embellishing it similar to the embellishments found in a$$embly experience stories. They invented certain miracles, and claimed that Jesus (an apostate Jew) was in fact God's Son. Then the Catholic Church, on its own or under the influence of the Jews (it matters not which) used this story to plunge the human race into the First Dark Ages. From there, the story got further corrupted.
Now, under (1), Jesus didn't exist at all and is totally non-existent. Under (2), Jesus is dead. As there is no proof of an afterlife (and there will be no proof of one until someone invents technology to directly explore other realms outside our 3-D world), Jesus could well still be dead. And, if not, he would more likely than not have been reincarnated into something, or be awaiting a reincarnation. Again, no proof as to whether that is relatively recent (say, hundreds of years) or long-term (the next time the universe crunches and bangs). In neither case is Jesus anything more significant than anyone else, and in neither case really worthy of veneration.
And in neither case did his death actually save anyone from anything.