Sub Zero’s real name is Bi Han, and he was killed by Scorpion in the first MK. In the second game he is resurrected in the Netherealm and becomes Noob Saibot. The Sub Zero you play from then on out is his younger brother Kuai Liang, out to avenge his brother’s death. In MK 3 there’s a bunch of stuff about the Lin Kuei turning people into cyborgs so they can become perfect assassins. Sub Zero escapes, but is being chased by his former clan. I’m lost after that. The Mortal Kombat stories are like soap operas, I don’t know where Sub Zero would find the time to celebrate Hanukkah.
Both brothers are half American and half Chinese though, so it might be possible. (never heard of too many Chinese jews)
Thing is one brother became a mindless, killing undead while the other is on the run and out for revenge at the same time and before that, both were being trained by the Lin Kuei so I’m guessing they don’t have much time for religion, whatever it may be.