Yes, that is exactly what a successful politician is supposed to say.
A successful politician, even if the question was a deliberate baiting, would have treated the question as a a straight forward genealogical inquiry and elaborated about whether his mother was Jewish or not or when she decide to become Baptist or Catholic or atheist or whatever just as calmly as he would have treated the subject of any Civil War ancestors by saying that Great-Great-Grandpa Smith served under Stonewall Jackson and ended up chasing Great-Great-Grandpa Schmidt who was with Hooker's Union forces during the Battle of Chancellorsville.
See Post 161 by CharlesWayneCT that explains the exchange in greater detail.
I live on the Pacific coast and I have no special interest in the rise or fall of any particular politician in Virginia. Allen is just another unknown politicians to me.
The first time I hear about some guy named Allen is that he loses his composure while answering a reporter's question and that he does it in such a way that it allows the Washington Post to print:
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" 'It has been reported,' said Fox, that "your grandfather Felix, whom you were given your middle name for, was Jewish. Could you please tell us whether your forebears include Jews and, if so, at which point Jewish identity might have ended?" Allen recoiled as if he had been struck. His supporters in the audience booed and hissed. "To be getting into what religion my mother is, I don't think is relevant," Allen said, furiously. "Why is that relevant -- my religion, Jim's religion or the religious beliefs of anyone out there?" .......... He directed Fox to "ask questions about issues that really matter to people here in Virginia" and refrain from 'making aspersions.' "
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Why get angry at any question that his grandfather had Jewish blood?
Other than in Old New Englanders and Old Charlestonians, what other Americans take a greater interest in genealogy than Old Virginians.
At least in in 21st Century America, being Jewish is nothing to be ashamed about and, even in the Old South, the Confederate States of America had the portrait of Judah P. Benjamin on the Confederate $2 bill.
By reacting the way he did, Allen stuck his foot in his mouth all the way up to his knee cap. For a politician, that is suicide as far as national political office is concerned.
If you are a politician running for office, it is not the job of CharlesWayneCT to have to go around getting the foot out of your mouth so that we who live west of the Mississippi are not left with the impression that the some politician from Virginia is a bigot at worst or fool that is easily baited at best.
It is the politician's job not to get his foot in his mouth in the first place.