Another factor is that many Jews of the WWII era were traumatized by the Holocaust, losing many relatives. They associated this with the Germans, of course, but also with Christians in general. Many had lost relatives not only to the Germans, but in previous religiously driven pogroms. The godless Democrats seemed less Christan than the Republicans. Also, FDR was a dominant figure not only during the Depression, but during WW II.
Once the party choice was made, many of them weren't going to change, despite the evidence in front of them that the Dems are really bad news, and increasingly anti-Semitic with the passing of time.
Party choice is a funny thing--Even I, a GOP leaning Independent with some libertarian leanings, keep coming back to the GOP like a battered wife. Hope springs eternal, I guess.
Another factor is that many Jews of the WWII era were traumatized by the Holocaust, losing many relatives. They associated this with the Germans, of course, but also with Christians in general. That is total, absolute, nonsense.
The Jewish vote was the same before Roosevelt, and WWII.