Hear me out before you come crying

Is it wrong that i think labeling Jesus as Palestinian is wrong? Yes he was born in Modern day palestine, but during his time, Bethlehem was under Judea under the Roman empire. This is similar to incorrectly calling Julius Caesar "Italian", as the concept of a "unified Italy" didn't exist in his time, especially since the Roman empire was mostly north Africa and the Levant. Therefore, while Jesus was born in a location within modern day Palestine which i'm not arguing, wouldn't it be more accurate to identify him as a Jew from Judea? I'm not a zionist or pro israel fyi.