What you're saying is true. Protestant faiths pretty much have the same requirements. Just like saying a person is Jewish, people also say, "he's Baptist, she's Methodist, he's Pentacostal". None of these are a race of people, just like Judaism, it's a practice and a way of life.
I think you'll find more Christian church records for both free and enslaved people due to the fact most slaveholders were European and Christian, and their (slaveholder)churches were the keeper of those records.
The handful of Jewish and black slaveholders that existed most likely would not have a whole lot of records because the racial climate of the era, did not make easy for them to openly practice their faith or established temples or churches. Not to mention records that may have been lost as a result of temples and churches being burned.