That is why Jesus was a Jew and we are Catholics: Jesus came to complete the Jewish religion by creating a Church that would serve as its fulfillment and be open to people of all races, not just ethnic Jews.nswer. The term Jew is used in at least two senses in Scripture: to refer to those who are ethnically Jews and to those who are religiously Jews. Jesus was a Jew in both senses. In fact, he completed the Jewish religion by serving as the Messiah (Christ) whom the prophets had long foretold.