The Exodus happened somewhere between 3000 and 3500 years ago. That’s a long time for artefacts to decay, be destroyed, or to be recycled for use elsewhere. The Exodus is not the only ancient historical event to leave no archaeological record.
According to the Bible, the Israelites lived in Goshen, in the Nile Delta. Deltas are wet, liable to flood, and generally used for agriculture. None of these factors is particularly conducive to preserving papyrus records, maintaining mudbrick buildings or conducting archaeological excavations. Not a single document has been found in this area – not just from the period of the Israelite settlement, but from the whole of the age of the Pharaohs.
The Israelites were slaves and foreigners, and the lives of slaves and foreigners don’t generally receive much attention in the annals of a nation’s history. Go back a few centuries in Europe’s history, and we are surprising ignorant about the lives of ‘normal’ people, particularly minorities.
History is written by the victors. The losers either don’t live to tell the tale, or avoid the added humiliation of recording their defeat. There are examples of Egyptian monuments defaced by later rivals; it’s not impossible that records of Israel in Egypt were deliberately destroyed.
Go to any major museum, and you’d be forgiven for thinking we’d found everything there was to find about the ancient Egyptians. But it was one of the world’s greatest civilisations and lasted for centuries. There’s a lot more to be recovered and recorded.