I thought I read somewhere that Marc Brown was Jewish himself. That may be completely false (please correct me if I'm wrong), but it could be partly why Judaism is focused on the most throughout the show.

Overall, though, I think the show largely tends to keep away from religion. There are a few episodes about Francine and her family's beliefs, and of course, there's Arthur's Perfect Christmas). Is it safe to assume Adil is Muslim? Even then, it's not very apparent in the series. Arthur does a great job with social/emotional issues that kids deal with, and to be honest, I'm not sure if religion is very relevant to an 8-year-old when compared to something like bullying, for example. Postcards from Buster better handles religious/cultural awareness.