It is because the kingdom was torn in two; ten tribes went north to Samaria under Jeroboam, and Judah remained in the south under Rehoboam (Solomon’s son).
When Jeroboam fired the Levites from being priest, they left the north and returned to the south with the kingdom of Judah (1 Kings 12). Along with them, many from the tribe of Benjamin returned to be with their brother Judah, but were all under the banner of Judah. The Greeks called Judaea and this is why we have the term Jew as popular, but really they are Israelites, Jew is just one of the 12 tribes.
Now to the Gentiles
In the New Testament, the Gentiles were referred to a bit. Jesus warned His disciples not to go teach the Gentiles, but rather to go teach the lost sheep of the nation of Israel (Matthew 10 v5-7). Why, and who are the Gentiles? For foundation we go to the book of Genesis, and it tells us clearly who they are.
2The sons of Japheth; Gomer, and Magog, and Madai, and Javan, and Tubal, and Meshech, and Tiras.
3And the sons of Gomer; Ashkenaz, and Riphath, and Togarmah.
4And the sons of Javan; Elishah, and Tarshish, Kittim, and Dodanim.
5By these were the isles of the Gentiles divided in their lands; every one after his tongue, after their families, in their nations.
These are the sons of Japheth, the son of Noah; they are who the Gentiles are. During the time of Jesus, the Romans occupied rule over Jerusalem, and they were referred to as the Gentiles. Cornelius was the first Gentile pulled into the Church under the new covenant, and he was of the Italian band ((Roman) Acts 10). The Gentiles today are what we call white people or Europeans. Being a Gentile has nothing to do with faith or belief, but everything to do with family and bloodline.
Jews and Gentiles are only a particular family among many families in the earth. They both are important families, but that is all they are. They are not a religion and they are not a faith. God bless you today, I pray this has edified you greatly. Peace and Jesus name.