I'll give you the point about Sikhs, but you are incorrect everywhere else. There are no national loyalties to Judaism. You seem to be implying that one cannot be a Jew without having loyalty to Israel, that is hogwash. If Jews were a people like the Danish, they would all have similar physical features. Ethiopian Jews and Russian Jews look nothing alike, just as Brazilian and South Korean Christians look nothing alike.
Brazilians don't all look the same either. That doesn't mean they can't have a national identity.