First, let me say that the brother seems open to the information. What I don't think he understands however, is it is our disobedience that put us in this position, and one of those curses is that we would forget who we are as a people. Now, let's get some verses to prove that:
Jeremiah 17:1-4
The sin of Judah is written with a pen of iron, and with the point of a diamond: it is graven upon the table of their heart, and upon the horns of your altars;
Whilst their children remember their altars and their groves by the green trees upon the high hills.
O my mountain in the field, I will give thy substance and all thy treasures to the spoil, and thy high places for sin, throughout all thy borders.
And thou, even thyself, shalt discontinue from thine heritage that I gave thee; and I will cause thee to serve thine enemies in the land which thou knowest not: for ye have kindled a fire in mine anger, which shall burn for ever.
Now, what is being said here is Judah's sin specifically (the southern tribe of Israel) would lose their heritage and we would be made to serve our enemies in a land that's not ours due to the anger of God. Since we lost our heritage, we don't know who we are as a people and will turn to other gods and philosophies (Islam, 5%, Egyptology, Atheism, Christianity). Let's back that up with another scripture:
Deuteronomy 28:64
And the LORD shall scatter thee among all people, from the one end of the earth even unto the other; and there thou shalt serve other gods, which neither thou nor thy fathers have known, even wood and stone.
I'm sure that everyone knows the hard bondage we suffered was terrible, and reading about it, probably doesn't even describe it accurately. Depending on what the slavemaster let us do, we might not have even been able to practice true Judaism in those conditions, and after generations pass, it would fall by the wayside like everything else. Plus, you probably had many who due to the bondage, gave up on following the God of Israel anyway. I'm pretty sure if we could get slave accounts from early in the captivity of Judah, we could probably prove they were Hebrews. But even if we don't, I don't see that as proof that we are not of Judah. Everyone claims we followed Christianity then, and nobody disputes that right?