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I guess it is just a valid way of identifying with a belief, or way of life, like ''vegetarian'' or ''liberal'', it is just another way of describing the ethos or ideals to which an individual aspires, in more detail than just man /woman.
It is probably essential to have such names for groups otherwise how would their ideals / ethics be made known, for example Christian denotes certain beliefs and qualities that affect an individual, Jew has it's own ideals and qualities to which those that define themselves as such aspire, for example Kashrut / Kosher, similarly for Muslims and other religions where their beliefs affect the things they do every day such as eating and praying, hence using collective names for those beliefs is only natural.
Our masks and costumes is art in its purest form.