The reason comes from very nature of Judaism, forged deep in the Bronze age.
Religions can either be ethnic (meaning you're born into the faith) or universalist (meaning anyone can convert). Shintoism is ethnic. Christianity is universalist. If religions were nightclubs, Christianity would have a big flashing sign saying "roll on up, everyone welcome!" while Shintoism would be an exclusive club you can't get into unless you know the manager.
Why is this distinction important? Because when a faith is ethnic, it tends to be local to one specific place (a follower of Shinto will almost certainly be Japanese), while a universalist faith will spread out all over the world (a Christian might be a Mexican or German or Brazilian or Filipino). Also, universalist faiths tend to adopt the characteristics of the countries they arrive in. What kind of hat would a Christian wear? Whatever the hat of the country he lives in.
Judaism, sadly, has ALL the bad qualities of an ethnic faith and ALL the bad qualities of a universalist faith!
Like members of a universalist faith, Jews are scattered all over the world. But like members of an ethnic faith, they stay together and don't assimilate to the customs of their host country.
Ever since the diaspora, Jews have lived apart from the rest of society. The "wandering Jew" is a familiar caricature of this outsiderness. They did not marry nonbelievers. They ate different food. They worked different jobs (due to Christian rules against usury, the Ashkenazim and Sephardim often worked in money counting, hence the "Jewish banker" trope). And they often lived in isolated communities. Jewish settlements were called "shtetls" - the film Fiddler on the Roof is a fictional depiction of a such a settlement in Russia.
Basically, Jews are like the weird kid who dresses funny on the playground - an excellent target for bullies, especially if he's not strong enough to fight back. And sure enough, whenever something bad struck the surrounding goyim (plague, war, someone's kid falling down a well) the Jews got stuck with the blame.
In the mid 20th century, this universal/ethnic divide provided impetus for the founding of a Jewish ethnic state. Instead of being a minority of oppressed outsiders, they now had a place where Jewishness didn't set them apart.
(Why did Judaism evolve this way? The origins of the religion aren't well understood, but apparently, prior to Ezra, Judaism was an evangelical faith like Christianity. Several non-Israelites in the Bible convert to Judaism, and there doesn't seem to be an issue with Israelites practicing exogamy - Ruth, Moses, etc. But around the time of Nehemiah and the Ezran reforms you can see an ethnic "Jewish" identity emerging, which continues until the current day. This is painting thousands of years of history with a broad brush, if not a spray gun, but I feel it’s generally accurate.)
