I'm going with Race AND Religion. The two are intrinsically intertwined and that's why people don't get it. In the Western World people choose a religion and it can be seperate to their culture or nation e.g. most Roman's became Christian in CE.

If you're Jewish, you're Jewish and much of your nation, culture and traditions are defined by the things Hashem commands, us in Torah, and the things we choose to remember from the whole of the Tanach. In essence our nation is a religion. They're inseperable and that makes us different!

Perhaps so many of us don't realize it that we happily assimilate and follow all sorts of beliefs that we're specifically prohibited from following in Torah too. Part assimilation is as much assimilation as total assimilation. When we reject our traditions we reject Hashem's word whether we do so wilfully or ignorantly.