Time magazine tries to determine why Jews love Chinese food, without success:
There have been a few theories. One, articulated by the writer Jennifer 8. Lee and many others, is that Jews and Chinese are the two largest non-Christian immigrant groups in the U.S. I find this somewhat unconvincing, since the Jewish love of Chinese food is largely unrequited. Jews and Chinese are said to be shoved together cheek by jowl in urban settings, but this stopped being true by midcentury, when both groups began the great suburban diaspora. Schoenfeld thinks Jews are primed for the "gutsy" flavors of Chinese food by their own cuisine, but I disagree with him as well because, as I've said in the past, Jewish food is the blandest, most boring in the entire world.
So here is my best guess. The thing to remember about Chinese food is that, besides being cheap, it is eminently suited to take out; at least three-quarters of the Chinese food I ate growing up was at home. And Jews love eating at home. We are intensely familial, home-loving and nuclear; and given that our own food is both bad and laborious (endlessly braised brisket, spattering latkes), Chinese food — varied, fatty and festive — is a better alternative in part because it's always at hand. It's a cheap lift; you can think of it as Jewish Prozac.
The most important reason Jews love Chinese food is, remarkably, mentioned nowhere in this article: Christmas. I don't know when the tradition developed, but for at least the past few decades, "Jewish Christmas" has consisted of going to a movie and getting Chinese food. Why? Because movie theaters and Chinese restaurants are (or at least were, before the proliferation of restaurants from other non-Christian countries) the only things open on Christmas.
"That's only once a year," you may say. But Christmas is an important day for Jews, particularly Jews who don't live in New York. On that day above all others, Jews feel like outsiders, intensely aware of a minority status that can be ignored much of the time. And when they go into the Chinese restaurant on Christmas, they and the owners of the restaurant are united in their outsiderdom. It creates an emotional bond that can last the rest of the year. That's why Jews love Chinese food.