The Alessians worshiped one Godhead and had the rest of the gods as saints, just like Christianity does. They were very good at adapting their religion to the local cultures' and at appealing to the common people. The concept of the trinity isn't quite there, but they do have a prophet in Marukh and a virgin-mother in Alessia. They also have the culture of fasts which was prevalent in early Christianity and still is in eastern Orthodoxy. The Alessians were also a theocracy, vaguely comparable to the Church in the middle ages.
As for comparing Vivec of David and Morrowind to Judea, the problem is that you are dealing with universal themes and personages rather and specific events. The http://tvtropes.org/pmwiki/pmwiki.php/Main/WarriorPoet found in many cultures and religions. An overarching temple (that is a theocratic form of government) was very common in the ancient world, as were different political sects. Shrines are omnipresent anywhere there is religion. There just aren't enough specific details to support a comparison.
All that is news to me because I never read about the Alessians.
The temple in Morrowind worships the Tribunal (trinity) and inducts it's important figures into sainthood as well. So, there's a little more Christianity, now that you mention it. I'm turning around with the idea of Vivec, because now that I think of it, his personality and history is drastically different from King David's.
But as for the general situation in Vvardenfell... the shrines: this is what the http://www.google.com/imgres?imgurl=http://s3.hubimg.com/u/1909090_f260.jpg&imgrefurl=http://hubpages.com/hub/Baals-Influence-on-YHWH&usg=__GUqwGr1-tXfqLM15G_-kKwchey8=&h=565&w=260&sz=40&hl=en&start=25&sig2=mF2IRRglzdZgYNSEyCPX4w&zoom=1&tbnid=Q4mExiYuSBaodM:&tbnh=139&tbnw=64&ei=uSepTOewCMWBlAfxkJG-DA&prev=/images%3Fq%3Dcanaanite%2Bshrine%26um%3D1%26hl%3Den%26safe%3Doff%26client%3Dsafari%26sa%3DN%26rls%3Den%26biw%3D1235%26bih%3D706%26tbs%3Disch:10%2C316&um=1&itbs=1&iact=hc&vpx=967&vpy=285&dur=1945&hovh=331&hovw=152&tx=71&ty=179&oei=rSepTMXHCsOAlAfi_fi3DA&esq=2&page=2&ndsp=27&ved=1t:429,r:6,s:25&biw=1235&bih=706 would have looked like on old semitic shrines. Not directly "Jewish" but it's a Canaanite shrine and the Hebrews were a variety of Canaanite. As I said before, the shrines in Vvardenfell are very much like the Hebrew shrines. Not the fact that they
exist, I mean the fact that the artwork is based directly off of them.
The whole political situation is very similar. I mean, it could be compared to the situation in Britannia, as well, but then look at King Helseth...
King Herod was a half-Jew, resented by his people for kissing the ass of the Romans. He built Caesarea as a tribute to the emperor and I believe that the Imperialized palace in Mournhold is an allusion to this. King Helseth, remember, is a half-Dunmer, resented by his people for kissing the ass of the Imperials.
Morrowind is the easternmost edge of the empire just like Judea is the easternmost edge of the empire.
The dissidents are treated by the temple in the same way that the zealots were treated by the sanhedrim. Ok, that last one's a little more vague, but I'll try and thin of more specifics.
EDIT: I was also thinking that Halamayan can be compared pretty closely with Masada... maybe.