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.

Marc Brown is in fact Jewish according to the Elwood City Downtown Core: http://www.angelfire.com/ma2/ecdc/arthursperfectchristmas/apc201.htm

One thing that I like about Arthur is that the producers are not afraid to step into any issue that they feel like covering. Most other children's shows would never even dream about going into topics covered on "The Great MacGrady," "Arthur's Big Hit," and many others. Many other networks have strict guidelines on what can and can't be said on their airwaves. I know for a fact that Nickelodeon had a no religion policy unless it's part of a holiday special. An example that I know of is in an early draft of a Rugrats script. It had a quick religious line it, but Nick demanded that the line be removed. I'm not sure if they are still this strict, but this was back in the late 90s.

On a side note, did you know that Judaism is not shown in children's TV very much? One of the reasons that the religious line example from Rugrats stayed in my memory was because it had a lot of other Jewish references in it. Apparently this was notable for the time, or at least enough to warrant its own Wikipedia page: http://en.wikipedia.org/wiki/Judaism_in_Rugrats