One interesting facet is location: in the US, if people think about my ethnicity at all, they generally guess Jewish (though when I lived in Houston they tended to assume I was Christian, more so than anywhere else I've lived). In Europe, I've gotten asked several times if I was Italian, including in Italy, which I never ever got in the US.
I think a lot of it has to do with whether "Jewish" is even seen as one of the likely possibilities at all; for instance the Dutch city I lived in has about 100 Jews in a metro area of 750,000 (numbers are from Wikipedia, no idea of accuracy). There were a lot more, in a smaller general population, before WWII. And where I live now in Asia, it's certainly not one of the options anyone considers; I think people have sort of a general idea of "American" here, that probably includes Christianity.
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I think a lot of it has to do with whether "Jewish" is even seen as one of the likely possibilities at all; for instance the Dutch city I lived in has about 100 Jews in a metro area of 750,000 (numbers are from Wikipedia, no idea of accuracy). There were a lot more, in a smaller general population, before WWII. And where I live now in Asia, it's certainly not one of the options anyone considers; I think people have sort of a general idea of "American" here, that probably includes Christianity.