The tribe of Benjamin and Judah maintained their union, the Kingdom of Judah, after the northern ten tribes formed the Kingdom of Israel.
The book of Esther was written about the Jews after the Israel was conquered and removed from the area.
‘Jew’ indicated allegiance to the southern kingdom, not to specifically the Tribe of Judah, at least not after the First Exile. The Tribe of Levi and remnants of other tribes retained their allegiance to the Exilarch from the House of David well into the Christian Era.