We know the Exodus didn't happen because the supernatural elements described cannot have happened, and there is no evidence of any such mass migration in the archeological record, nor any non-Biblical references to such an event taking place.
It may be the case that the Exodus tale is a recontexualization of various historical memories of nomadic resettlement combined with political narrative, but the actual story as described in the actual Bible didn't happen.
> We know the Exodus didn't happen because the supernatural elements described cannot have happened, ...
Of course the supernatural events could have happened! Unless you're certain that:
- matter exists (i.e., physicalism or dualism is the correct metaphysical worldview)
- the universe is strictly a physics simulation
- there's no God who's capable of fiddling with human affairs (or interested in doing so)