Sinful human nature dictates that IF God had left any actual artifacts that came in direct contact with Jesus, the creation would be worshiped instead of the Creator. Which, IMHO, is why we would never find any of it.
We don't have to have artifacts when there are places...but Christians never made the Jordan River into the Ganges and we never made Bethlehem into Mecca. God left us many puzzles from atomic nuclei to the Shroud to Capernaum to the Heavens.
Which is why God buried Moses’ body in any unknown place, so that his bones couldn’t be dug up and venerated!