why does asher hold on to his jewish faith?

I don't know that Asher does hold onto his faith. As a Jew, he is part of the community, part of a family. His culture revolves around the synagogue, but his own world revolves around art. When he depicts the crucifixion, it isn't meant to be an insult or rejection of his faith; it's a statement about what he sees. In the end, he ends up back in Paris after being shunned by the community in which he was raised.