What did Confucius write? Nothing.
What did Socrates write? Nothing.
What did Buddha write? Nothing.
What did Muhammed write? Nothing.
All their works were collected, recorded, and written down by their disciples and followers. Most major teachers that come to mind were busy teaching. Why would they be writers, in a world without printing presses, where having what we think of as an education wasn’t the norm, in a world where books might cost anywhere from a month’s salary to five years’ salary, no mail order, no tv or radio broadcasts, no internet, no reams of notebook paper and cheap pens at the corner store, etc?
We know Jesus could read and write-- he read from the scrolls in the synagogue; he wrote in the dust. He also only had three years in which to compress his entire public ministry. Instead of leaving behind a manual or a handbook, he spent his time healing the sick, raising the dead, curing the blind and lame, preaching about the Kingdom of God and what was necessary for salvation, and telling profound truths couched in parable form.
If Jesus had chosen to incarnate somewhere important, like a cultural hub like Athens or Rome, maybe his methods would have been different. If he had chosen to incarnate in a different time period, like Renaissance Italy or the modern US, maybe he would have chosen different methods. But he chose to incarnate in the far-off isolated nowhere that was first-century Judea, accomplished what he set out to do, and then left the church with the Holy Spirit to help guide it and mature it.
If you’ll notice, a lot of our writings tend to be written by guys who are locked away in prison. Revelations is supposed to have been written by John while imprisoned on Patmos; how many of Paul’s epistles came from periods of imprisonment? Obviously, Jesus wasn’t the only person who was too busy with his day-to-day ministry to sit down and write; it took forcible detention to slow those men down long enough to leave such valuable written records. And you’ll also notice that Christianity spread because of persecution. So despite the immediate troubles and perils the early church suffered, we still manage to profit from the benefits that came from such trials, even without Jesus having to draft any manuscripts for us to argue over and dissect.