Question about Orthodox Judaism

Growing up, I lived in a very Jewish neighborhood in Chicago. One of our neighbors was an orthodox rabbi and from time to time he’d come over and borrow a tool or two of my dads. One Sunday morning he came over to borrow something but I told him my parents were at church (we are Roman Catholic). He reacted by asking me why I wasn’t at church with them. He was polite about it but seemed serious about asking the question.

Just curious, does Orthodox Judaism or Judaism in general teach that belief, or practicing your faith is more important than being Jewish per se?

Thanks in advance!