I agree with you Clanad, and to an extent you also jno, but I was taking the question at its face value, 'can you be practice Judaism and not be a Jew', I think you can, just by holding the same values regarding religion, and observing all the rules and regulations involved, without converting, which Clanad has pointed out, you can do.
jno has pointed out, which I didn't, (I apologise for that), that youcan be Arab, and any religion at all, I just took it as read that Islam was the religion meant here, but I think the same criteria stands, you can practice Islam, without becoming a Muslim.
I don't think there's anything at all stopping you from doing either, if you wanted.