They were both Christian, and the family thanked members of their church congregation, among other people, for their support.
http://www.cbsnews.com/news/kansas-city-jewish-center-shootings-suspect-frazier-glenn-miller-cross/
Apparently when he arrived at the Jewish Community Center it was being used for auditions for something called the "KC SuperStar" contest as well as rehersals for a production of "To Kill A Mockingbird". So if it was the shooters intent to kill only Jewish people he chose a time when most of the people there were not Jewish.