The funniest thing about the whole conversation is that Coulthard is admitting on live television to holding a view she's no-doubt previously complained about Muslims having.
The difference is that Christians, by and large, don't go around forcing non-Christians to convert at gunpoint (at least, not anymore... they kinda did that in the Crusades, except it was swords and axes, not guns, but whatever), or killing non-Christians for believing in something else.
Anyway, it's not unheard of for Jews to believe in Jesus. Jesus was a Jew Himself; he didn't exactly "convert" to Christianity, you know. His 12 disciples were also Jewish; they just happened to believe that Jesus was the Messiah. I don't see how that makes them any less "Jewish" than the myriads of Orthodox Jews in Israel these days who go around with signs & stickers, proclaiming the late lubavitch rabbi Menachem Schneerson as Messiah.
Also, everyone needs to understand that much of the confusion around this issue is the lack of differentiation in many debates between "jewish" as a nationality/ethnic group, and "Jewish" as a religion. For example, I'm Jewish as far as ethnicity goes, and I believe in Jesus. What does that make me? The term most used these days is "Messianic Jew", which isn't recognized as Jewish (ethnic-wise!) by the rest of the Jews. Just because I believe a Jewish guy 2000 years ago is the Messiah, too! *humph*