Not that I have any respect for the drag queen, many NYC residents of Italian descent pass similar remarks about being Jewish. They are speaking of the NYC Jewish culture, meaning language idioms, cuisine appreciation, other affections and not the religion. When Sammy Davis Jr converted to Judaism, Frank Sinatra greeted him with a hug and said "Welcome to the tribe. Now let'g go for bagels and lox." They celebrated with a non kosher dinner at Sammy's Romanian East, dining on broiled skirt steaks, greasy fried potatoes, half sour pickles, schmaltz on rye, and bottles of Tums. For many NYC secular Jews, a culinary paradise. Either there, or a visit to Pastrami King, another non Kosher restaurant.
There have been close ties culturally between ethnic Italians and secular Jews of NYC since Arnold Rothstein fixed the world series in 1919, and Meyer Lansky with Lucky Luciano organized crime with a corporate structure in the early 1930's.
Rudy has always been best at claiming glory from the accomplishments of others. It was Police Commission Bratton, hired by Rudy's predecessor Mayor Dinkins, who's policing policies started the reduction of crime in NYC. It was the great real estate families and mavens like Harry Helmsley and the Furst Family, the Tishmans among others which started gentrification, with major contributions from police and firemen working side gigs renovating old houses and small buildings, then flipping them. On 9/11 he hid in his bunker for 3 days before emerging and laying claim to being a first responder. And after the first bombing of the Trade Center, against all advice, Rudy ordered the construction of a multimillion $ bunker in the Trade Center. He had to hide in the old bunker under City Hall. His record as a Federal prosecutor prior to running for Mayor of NYC, was dismal at best. He was the prosecutor outfoxed by the Teflon Don, John Gotti three times. When Gotti was finally convicted by another prosecuting team, Rudy exclaimed "we finally nailed him" to reporters on City Hall steps. Of his other few cases resulting with convictions, all were overturned on appeals.