I would say we do though. Ashkenazis are from Eastern Europe/Central Asia (and have zero lineage to Palestine according to a Johns Hopkins study done some years back), while Jesus was from Nazareth. Also there are more than enough images of him not deceptively showing him as northern European, this being one of many. 
https://image.nostr.build/b44f934bd6b72688476497871afff938453641a47cf8a16f5bcbf89793a6717b.jpg#m=image%2Fjpeg&dim=440x821&blurhash=%5DKHBG3Iox%5DM%7Bx%5E%7EpxZadWCIp-%3DRjW%3Bxas%3ANGIpM%7Ct6WUOZxZbHWExCt6j%40S3bHo0-pR%2BfPofkCNIa%7BRjV%5B%251%25Mt6V%40NGxZ&x=dc6ad675b7aaa3179884676d64bb87323f394d60efcd6b16a716da6df1fc1066