When they speak Hebrew, sure. But when they speak in Arabic, they say "Allah," just as English-speaking Jews use the word "God." (Incidentally, the Hebrew word for "God," elohim, is from the same Semitic root as "Allah" (a-l-h).
I was once at a Passover Seder with some Jews of Middle Eastern descent, and they sang some of the Passover songs in Arabic, and used the word "Allah."
I don’t know about Jews elsewhere, but it seems to me that in the US most Jews speak English but use Hebrew names like HaShem to refer to God. It seems to me like Arabic-speaking Jews would also use Hebrew names for God. And, so what if Elohim and Allah have the same semitic roots? Elohim is the plural of El, God almighty. Like so many Freepers have already said in this forum, Allah is another name for Satan!