I think that it's a very racist statement.
It's got nothing to do with 'jews' really. It's more likely a fact that people are
less likely to give up someone they perceive as being of the same tribe, to the mysterious 'them'.
So that it is equally likely that a frenchman would be less likely to give up a fellow frenchman to foreign authorities, and a born & bred eastender would be less likely to give up a fellow eastender to the Police. A member of a family would be less likely to give up a family member to punishment outside of the family.
That's not to say that any of those people wouldn't hand over someone that they genuinely thought was a serial killer -but they might give the culprit the benefit of the doubt, bury their heads in the sand, more easily than they would with an 'outsider'.