I think what Wolf might be referring to is the fact that there is no early evidence of the existence of Jesus outside of the Gospels, and that reasonable scenarios can be given to account for the creation of Christianity, including the conception of a mythical founder. That Jesus never existed is an entirely reasonable proposition, even if it's not necessarily the most parsimonious one.
However, it is, in principle, possible (if unlikely) to prove that Jesus did not exist -- if, for example, a series of ancient documents (such as letters) are found that can show the detailed evolution of Christianity from an aggregation of beliefs that do not require, initially, a single individual teacher giving the core teachings.