Judaism is also an ethnicity. And there are plenty of people of Jewish heritage who are not religious.
That said, I'm really not that much of a stickler when it comes to jews playing jews. (Some people are, and that's fine.) I can't say that I've been waiting all my life for Nick Jonas to play Jamie, and aside from a few songs it's not a show I really have all that much affection for, but ok...;-)