If being a jew were only about one's faith, I would agree. It's more complicated than that. Judiasm existed prior to the predominance of western civilization, so it's very hard to ascribe western concepts such as race, ethnicity, and faith to judiasm. They are all kind of jumbled together in a way that's tough for someone from a western religion to entirely understand.
The underlying tenants of judiasm regard its members -- whether by birth or conversion -- as akin to members of a nation. Put another way, Judiasm does not really recognize a distinction between faith and ethnicity. Predominantly western religions, however, do. So, one can define oneself as a christian and a person, of, for example, romanian descent or Mexican descent, etc. Not really so with a jew, although a jew also will self identify with their country of birth.
So, the point is, when someone is or becomes a jew, and says, "I'm a jew," there's a part of that statement that's saying "I believe in the jewish faith," but also part of that statement that is analagous to saying "I'm a russian."
You could have a russian hall of fame. Or a New Jersey hall of fame. Or something like that, so, given the way Judiasm DEFINES ITSELF, it is entirely appropriate to have a jewish hall of fame. Christians don't define themselves this way. By definition, this would be somewhat antithetical to the entire Christian movement at least since the time of Constantine. But, if they did, I would think a Christian sports hall of fame would make sense. Then again, a Christian hall of fame doesn't really seem necessary, since it would pretty much just be made up of 98 percent of the people in the regular sports hall of fames anway, wouldn't it?