That's not good to know, it's wrong. There is Judaism as a religion. People born gentile can convert to Judaism. And then there's Judaism as a race which is a related but different thing. As Jewish dietary and other observances historically separated Jews from gentiles, to say nothing of laws and pogroms, Jews took on a racial identity, separate from their adherence to religious practices.
Because Christians weren't a minority sect in Europe and weren't segregated by law or religious practice, Christian is not a racial identity. Even as Protestant sects and Roman Catholics separated, it was not as strong or long-lived a separation that there are Protestant and Catholics as a race or ethnicity. Historically, France was a Catholic country, but today Christianity is just over 1/2 of people in France. By comparison, almost 40 percent of the French claim no religion.