According to this one, two of the victims were Methodists. I saw in other articles that other people at the Center were not Jewish, which is common.
http://www.kansascity.com/2014/04/13/4957486/one-reported-dead-in-shooting.html
Sounds like reports of asking about Jewish status might be fog of imagination or he was not wanting to shoot Jews...
I, Catholic, grew up a member of the Jewish Community Center, swimming in the summer, piano lessons all at Homes and 83rd
I grew up just 2 blocks from the old JCCC @ 82nd & Holmes in KCMO, and as long as I can remember, the emphasis has always been on "Community." I went to the JCCC Pre-School (NOT a religious school, and open to anyone of any faith,) and as I grew up, I played little league baseball, football, and basketball there. I took Judo lessons there, and later played racquet ball and "aerial darts" there. I would guess that at least half the family memberships were for non-Jews. Going to a Jewish day school, it was my socialization with non-Jews, and it was a wonderful place to grow up.
Mark