Jewish is a religion. The other nationalities in the list of nationalities are nationalities.
My name is not "Jewish," and it is uncommon in the US though common in Germanic countries. When I am asked the nationality of my name, I am not being asked my religion. If the site were to divide names by religion, okay, but it is only doing so for one religion.
Your history is indecipherable; I don't know what time in history you're referring to. There have been many times in history that Jews have left their homelands, and your ideas about assimilation ("When surnames were becoming hereditary, Jews did not inhabit one single country but still used a common language") is false and predicated on dates and countries unmentioned in your post -- again, when in history, what countries, why do you assume Jews in particular did not take the tongue of the country to which they moved...?
And, as you said, as a language, Jewish is not one; nor is it a nationality. To ask me my nationality--where is my family from--and expect Jewish rather than German as an answer is prejudiced. I don't expect "Christian" if I hear an unusual name and ask a person where he's from.
Of course it's offensive, as is your post which proports to know history yet is muddled by inaccuracy and starts "Where to begin..." then ends "Hope this helps you understand a little bit." Of course it wasn't informative, other than to show why, perhaps, there is the bias on the existing list of nationalities.