Apparently because there is no such connection. An acquaintance of Loughner told a Mother Jones reporter that the accused assassin listed Hitler's bestseller as one of his favorite books to piss off his mother who, according to the acquaintance, is Jewish.
If they knew that Giffords was a Jew, how come this connection wasn't made? This is the question that everyone is asking. According to some of the stories, they even went to the same synagogue. But you can't always believe what you read, even if the source is Mother Jones. Apparently Loughner is about as Jewish as the pope.
Why is this important? Because the mental erosion that was taking place in Loughner's mind was influenced by everything he fed his brain, and religion is a major brain nutrient with all sorts of intoxicating side effects for some people.
Another question that pops up is why didn't the Mother Jones reporter, Nick Baumann, go to the local synagogue to verify the claims for himself?