Europe is a geographical term and not a political one, especially if we are talking in historical terms. Jews are indeed a people/nation, not simply a religious group (though not a 'race'), whether you accept that or not. Jews were targeted by the Nazis on the basis of so called 'biological racism', that Jews formed an ethnic group alien to Europe. Jews were considered "non-Aryan" outsiders. Even the Catholic Church, which opposed the Nazi policy of persecuting Christians of Jewish extraction, referred to the issue of defending the "non-Aryan Catholics". It should be self-evident that most Jews who went to Israel from Europe would not consider themselves simply as 'Europeans'. There is a story about Jewish refugees escaping Nazi Germany in Japanese-occupied Shanghai. A Japanese officer approached an old Jew and asked him, "Why do the Germans hate you so much?". "Because", said the Jew, "We are Oriental", to which the Japanese officer smiled.
NATO backs Turkey's fight against ISIS (Reuters)
from the article: Lithuania asks to quiz ex-Yad Vashem head over WWII killings