"Did Jesus not start a new religion?"
The shortest possible answer is yes, but there are many strings attached to that answer. Please understand that a Christian's political beliefs are formed by his/her religious beliefs. The same can be said for Moslems and Jews. Also, please understand that a Protestant Christian is very different from a Catholic.
Jesus said, "I come not to condemn the [Mosaic/Jewish] Law but to fulfill it." Jesus Christ had a Jewish lineage that could be traced all the way back to Abraham, was brought up in a Jewish home, and practiced Judaism all of His life, all the way up to His death on the cross. Where the Jewish religious leaders of Jesus' day parted company was on theological issues such as resurrection from the dead, working and healing on the Sabbath, etc. Jesus would do stuff and the religious leaders would argue with Him. He'd say, "You're the ones who have got it wrong," and the religious leaders would get mad at Him and try to destroy His ministry.
The Jewish religious leaders of that day could not see that Jesus fulfilled every single prophecy in the Jewish Talmud and other Jewish religious writngs (which make up the Christian Old Testament)about the coming Messiah. Their idea of the Messiah was that He would be a great miltary leader who would overthrow the oppressive Roman government and restore the kingdom of Israel to its former glory days. They just couldn't grasp a Messiah who was a servant leader- meek, gentle, quiet, compassionate. So the Jews, as a religion, rejected Him and had Him crucified as a blasphemer. The Jews, to this day, Propolis, are waiting for their promised Messiah.
Now, if you're not a believer, you would never believe this next part. But if you're a Christian, you do believe this: after having been dead for three days, Jesus Christ rose from the dead, showed Himself to several of the disciples, and ascended into heaven. He is the Messiah- the Son of God, the One God sent to save each of us from our sins so that we could live eternally with God in heaven forever.
One of the disciples, Peter, was the man Jesus asked to start the Christian church. The Catholics say Peter was the first Pope; the Baptists say he was the first apostle (church planter)- no matter, we both agree Peter was the first.
Now Peter was very much Jewish. He thought only born-into-the-race Jews could be Christians. However, along comes Paul, who was also Jewish, with a message from Jesus, that he is supposed to spread the message of the gospel of Jesus Christ to the Gentiles (non-Jews). There is some arguing among the apostles, then Peter has a dream in which God shows Peter clearly that the gospel is for all people, not just the Jews. Peter lets the issue go, and Paul does a great job of spreading the gospel to the Greeks and Romans.
Next I would have to get into how the Emperor Constantine mixed pagan religions with pure Christianity to get Catholicism, but that is not the question you asked.
Christians believe that Jesus is going to come back a second time. We believe that the Jews are going to recognize Him this time as their Messiah. We are all excited about the day when the Jews receive Christ as their Messiah/Savior. It is prophesied about in both our New Testament and their Talmud. Right now, the Jews think it's going to be somebody else. We think it's Jesus.
So since Jesus was Jewish, and God said Israel has a special place in His heart (more on that later), and since the Bible says that Jesus will return to Earth in Israel at the Second Coming/revelation of the Messiah, we Christians feel a moral responsibility to protect the safety of Israel against her enemies. Again, it is a religious belief, one we can't waver from. "Peace be on Israel, now and forever more." God's Word, the Bible says it, and we have to obey it if we're true Christians.
I'll have to explain Israel's most-favored-nation status later.
Many blessings,
-Donna