The only time I'll capitalize the 'J' for something jew related is if it comes at the beginning of a sentence, and even then, only begrudgingly. The jew is not worthy of the dignity proper capitalization confers.
@shortstories For my flavor of spellchecker, the only one it doesn't want capitalized is atheism. It doesn't recognize goy or goyim as real words. I'm sure there's no intentionality there.