Non sequitur.
During the time of Jesus, the region was named "Judea". After the defeat of the First Jewish Revolt and the and the destruction of the Temple in Jerusalem in 70 AD, the Roman commemorated the victory by a series of coins proclaiming "Judea Capta" ("Judaea conquered").
Similar "Capta" coins were issued to commemorate Roman victories in other regions, for example, Germania.
It was not until after the Bar Kokhba Revolt of 132–135 AD that the Romans, tiring of the repeated Jewish revolts, wiped the name of Judea off their maps and renamed the region "Syria Palaestina". At the same time, the Jews were expelled from Jerusalem and Jerusalem was renamed "Aelia Capitolina".
There was no "Palestine" during the time of Jesus. The term "Syria Palaestina" did not exist until a century later.
To say that "Jesus was a Palestinian" is the same as saying that "Lafayette was a citizen of the European Union".