Over in a discussion at Debunking Christianity about mythicism and a recent post of mine, a proponent of mythicism claimed that ancient biographers and historians, unlike the authors of the Gospels, were not prone to include legends about such matters as miraculous conceptions.
Although at that point we were talking about Socrates, in fact we have a miraculous conception attributed to Plato within a short period after his death, if not indeed earlier. The story is attributed to Speusippus, Plato’s nephew, and probably first recorded by Diogenes Laertius. The story claims that Apollo was the true father of Plato.
If some were skeptical of such claims, some also made them and believed them about this historical figure. And while some developed similar stories about Jesus, others within Christianity rejected the doctrine of the virginal conception.
There certainly are distinctions to be made among ancient historians, and some are more credulous and others more skeptical. But it is not true that we have a simple dichotomy with mythical Gospels on one side and accounts of other figures like philosophers on the other. The Gospels incorporate legends about Jesus of a similar sort to those which grew up around other actual historical figures in the Greco-Roman world.