I suppose I see religious expression or lack thereof as a journey, not a destination. So, I wouldn't expect anyone to believe the same thing at 44 as they believed at 4. I would hope most people don't. I think you need to accept this. This is his search for truth and his journey to pursue. Setting aside the resentment that you might create by giving him grief over this very personal journey, there is also the matter that this is something he is doing for himself. He needs to find his own truth. He may stick with Judaism. Or he may change him mind 20 times. But the important part is the journey. I don't think he is doing this because he feels something is missing or because you did something wrong. It seems to me that he doesn't believe in Catholicism, and is seeking out Judaism either because he does believe or because he is wanting to connect with his heritage. I think your children will be fortunate to have two different viewpoints (albeit both Abrahamic) in one household. It will allow them to see that they can make their own decisions on religion, and that there are many different options out there.
Happy atheist, vegan, punk rock-loving scientist. Wife to the love of my life Matthew (SAHD), mom to DD "E" (4), baby boy "K" (2). Proud stepmom to DSS "M" (26)