Then ask like this:
How would a Christian knight react if his liege were a Jew?
Would a Muslim lord offer an oath to a Jewish knight?
I doubt such scenarios would exist.
I am quite confident they did exist. Maybe not Christian/Jew. But certainly Catholic/Orthodox, or Catholic/Arian, or Christian/Pagan, or Christian/Muslim. They were not the usual practice, of course. But they did exist.
