No, not true.

The Kaganate of Khazaria and the Ethiopian Empire were explicitly Jewish States for centuries during the early Middle Ages, and dwarfed modern Israel.

There were Jewish Berber tribal kingdoms in North Africa in Late Antiquity.

The Khanate of Crimea in the Early Modern period was notionally Muslim, but the Krimchak Jews there had their own armed forces and their own defined territories within it that even the Great Khan was not permitted to enter. (The Khanate was very dependent on Krimchak slavers for its foreign exchange.)

Early Modern Spain had similar quasi-independent Jewish cities. Pedro II "the Cruel" managed to cling to his throne for a decade with their armed support, the memory of which Ferdinand of Aragon used to justify expelling them.