If by 'absurd' you mean 'weird' or 'unexpected', then sure, yes, this is a pretty weird claim: until we encounter these kinds of arguments in a philosophy class or book, we are all convinced that there is a reality out there, just as we perceive it. And in real life, we do make a difference between things we know for certain, and things we merely believe to be true. So, yes, in that sense the claim that nothing is certain (except, for one;s own consciousness) is a pretty 'absurd' claim.
Also, before you edited your question, you called the claim 'depressing'. And sure, yes, the claim is also 'depressing' in the sense that as human beings we like certainty, and this claim says that almost nothing is certain.
OK ... but so what? Especially given your claim that "I really don't understand why philosophers would say that ..." I get the feeling that you're trying to argue as follows: "The claim that we may not be certain of anything existing except one's own consciousness is absurd and depressing. Therefore, the claim is false"
But this is surely a fallacy! I mean, if true, climate change is depressing .. but that does not mean it's not true. Lots of absurd things happen in quantum mechanics, but that does not make it false.
In short, things are absurd, depressing, and true, possibly including the claim you're focusing on.
Finally, I completely agree that
we can't be 100% certain of anything because we don't know everything.
is a really bad argument. That's like saying: "Not everything is an apple. Therefore nothing is an apple." It's a real shame that you were not told any better argument. In fact, I don't know any serious philosopher who makes that argument for the claim that nothing (except our own csns) is certain. The classic argument comes from Descartes, and that's a much better argument. Do you know it?