There's also nothing in the Bible about Jews building a pyramid.
Many of pyramids predate Abraham claimed father of the Jews.
Also a good reason to create a story doesn't make it a fact. That would mean everyone who has motive is a murderer. Doesn't quite follow.
Honestly, I haven't looked into the Egyptian history all the well, but I suspect if the story of Moses is true the most likely time this could have occurred would have been during the Assyrian occupation, simply because there is a lack of Egyptian records of the Jews and this time of change might have cause some loss of the records.
I still strongly suspect no mater whether or not Moses existed: the Jews did not build the pyramids. I see no Biblical or archeological evidence to make such an assumption.