It is certainly true that some historians have doubts about any historical event, and some are especially eager to disbelieve events recorded in Scripture. That doesn’t mean they have any evidence against what Scripture says.
It is no surprise that there is no record of the census preceding Jesus’ birth, since there is no record of many events from this time. The fact is, the historical records for things like this are very spotty. We don’t have Rome’s governmental archives to consult. And of course what your TV show meant is there is no record apart from the Gospel of Luke of the census. The Gospel of Luke is a record, but they are discounting him, despite the fact that his book of Acts has been shown to be the work of a fine historian. But the argument from silence proves nothing.