There's considerable reason to believe jesus was greek, not jewish (but living in the land we now call israel).
"Judeo-Christian" is a very strange american term. Because the new testament makes clear that it's the jewish religious leadership that is responsible for the cricifixion of christ, more so than the romans.
Jewish religion was messianic at the time and waiting for the messiah that would offer salvation. Christians believe that was christ. Jews did not and nailed him to the cross for falsely claiming it. Christians consider this rejection of christ and god.
So when the most essential part is not only rejected in judaism, but they are the villain, it's really strange to put them in the same term, and first too. As if there were no difference between the two, or as if judaism is an older brother.
The term is usually used to further jewish interests among christian populations. Some of the more religious jews aren't fan of being lumped in with christians either.
And that's leaving out the later jewish religious scripture of jesus being boiled in piss in hell and all that.
The comic makes the point simply. Jews crucified jesus, christians consider him divine. The beliefs are irreconcillable. And it's a disingenuous oppertunisticly used term.
The romans were very surprised to discover that jews had managed to keep religious writings secret for hundreds of years.