Because they only know their church doctrine. It is a big no-no to explore outside of the biblical cannon in protestant christianity. If they would read some Jewish literature they would know what Jews believe. Since they don’t…..they assume.
(no, I am not Jewish)
edit: okay maybe it is a generalization to state that ALL Christians don’t read Jewish literature, I am speaking from my own personal experience, though,when I say it is a “no-no.”
USUALLY when “church leadership” starts finding out you are reaching outside of their beliefs for answers to your questions,it gets touchy.