But what if Moses did not exist in Egypt?
So what? It's only superficially a story about Moses, who may or may not have existed, but almost certainly did not author everything in the Bible that is attributed to him--the Bible is really a story about God and man's relationship to Him.
What if the story of Exodus was a tale to ignite the spirit of Judaism as a culture?
So what? There is a glaring lack of evidence for the exodus as it is told in the Bible anyway. If God just wanted to include the story in the Bible as a way to ignite the spirit of Judaism as a culture, then mission accomplished.
What if the Biblical Jesus didn't really exist and that, the parable of Jesus' tale is actually a fictional tale of another progressive Jewish Rabbi by another name?
If Jesus never existed, that would be much more problematic to me than the existence of the other various members of the supporting cast, but there's enough evidence that a man named Jesus did exist that at this point, with the knowledge available to us now, I am satisfied that He did.
If it could be demonstrated conclusively that Jesus did not exist, then I think that would be pretty much the death knell for Christianity, because without God actually manifesting Himself as a human being who paid the price of death to reconcile man and God, the whole central message of the faith is a lie. It's just exceedingly difficult to prove conclusively that some individual person never existed two thousand years ago, especially when there are at least some historical hints that He did.
Other than the more central tenet of Jesus' existence, I wouldn't be any more perplexed by the mythological existence of characters like Moses or Jonah or Adam and Eve any more than I would be perplexed by whether or not there was once an actual tortoise who defeated an actual hare in a foot race. Better to focus on the lessons being conveyed by the characters, rather than the characters themselves.