To be fair, it is both a religious and ethnic term. There are a lot of Jewish people that do not practice Judaism. And they follow a matrilineal lineage, regardless of their religious beliefs.

https://en.wikipedia.org/wiki/Matrilineality_in_Judaism

So it is actually a legitimate defense, even though we know it’s a crock of shit to try and cover being caught with all of his lies. Especially because he’s not using the actual ethnic vs religion distinction, but instead trying to claim a play on words.