Actually, this brings up an interesting idea I've had for some time.
So, let's say a Steppe Nomadic tribe converts to Judaism (hell, let's make is the Khazars for lack of a better group, or even a Turkic group) and then manages to conquer the Middle East. They take Jerusalem in the war.
Now, there is the political and the religious dimensions to this this situation.
1). Would Jerusalem become you capitol? From my understanding, Jerusalem during this time is not on any major trade routs and wouldn't make a great capitol, bit the religious dimensions mean it would get high priority.
2). So, let's look at the religious aspects. We have a great Jewish ruler liberate Jerusalem and (most likely) rebuild the temple, as well as invite the scattered Jews back. Well, my friends, we just have ourselves a Messiah! How does Judaism develop with an actual Messiah apparently showing up and fulfilling the prophecies? Especially if the new Empire collapses after a generation or two (although, let's say, with a rump Jewish state surviving in Israel)