I don't want to justify that attitude, but there are reasons for it. The jewish people regard their identity in deeper terms than "faith structures". While islam or hinduism are religions for muslims or hindus, being a jew is cultural, ethnic and only then a religious matter for jewish people. So it's not the jewish faith that breeds that attitude, but the fact that they consider themselves to be a certain exclusive group.
And this group of people have been badly mistreated and evicted from all places throughout history, especially in europe. They were always made to stay as a group outside the cities, and were often kicked out of countries. So throughout history, they have been dreaming of going back to the place they have been regarding as home since the fall of the first temple (or whatever began jewish exoduses, I'm not quite clear on ancient history).
But why a person should regard himself as an israeli when his people have lived comfortably in a place for thousands of years without facing discrimination, I don't know. And you are right in that only jewish people tend to do that - but as I said, thats more because of their culture and history, and not because of their faith structure.