What's with those Jewish people?

Why do some people think that it's more polite to say "Jewish people" than "Jews"? I've heard some people say that "Jews" is somehow considered rude, and "Jewish people" is better, but I just don't see why.

Does anyone know the story here? People don't generally say "black people," "Catholic people," or "female people." Why should they call us "Jewish people" rather than just "Jews"? I don't quite get it.

(I'm not saying that "Jewish people" is wrong -- if you want to say that, it's fine with me, though it will sound affected to me and people who think like me, at least until we're persuaded that "Jews" is somehow bad.)