Of course there are religions that are also ethnicities, and UK law recognises that. Sikhism is one. Judaism is another.
(I think the same thing might apply to other ethnically based and highly endogamous religious communities like Nestorians, Zoroastrians and Armenian Apostolic Christians, but that's a guess based on case law around Sikh and Jewish cases.)
That doesn't apply to explicitly universalist religions like Islam or Catholicism or Anglicanism.
But it's quite funny to be having that conversation in a week when Birmingham has decided that Jews can't watch football there, and this is very largely down to the emergence of Muslim sectarian politics as a powerful factor in Birmingham.