Why is there no any archaeological evidence of thousands of people who died in the desert during the forty years?
Archeological finds over three thousand years old are exceedingly rare to find, particularly when you are speaking of a nomadic people, which Israel was during the period of the Exodus. On top of that, let’s say we find ancient remains in the desert, how easy would it be to distinguish the Israelites from other nomadic peoples occupying nearby lands?
It is also pretty weird to discount the written record provided in the Bible and only rely upon archeological evidence. Most of what we know about history is provided in the written records that have survived. Archeological evidence serves to back up historical narratives, or provide nuance, rather than to write a new history altogether. In fact, the most valuable archeological evidence we find is usually writing of some sort, be it cuneiform tablets, hieroglyphs, pottery with writing or artwork depicting events, and vellum or papyrus records, etc.
That being said, there is lots of archeological evidence in Egypt of Asiatic settlers who were later expelled from Egypt (look up the Hyksos), as well as the gradual settlement of Canaanite land by conquest, which sounds very much like the narrative provided in Exodus, Numbers, and Joshua and Judges. Also, Canaan was not under Egyptian occupation the entire time. In fact, the land of Canaan was situated between two competing empires (the Egyptians and the Hittites), with Canaan, Aram, and Haran serving as buffers between the two. It is after the stalemate battle of Kadesh between Egyptian and Hittite forces where the two empires pulled back for a few hundred years allowing the independent kingdom of Israel to really take root under Saul.