It is mentioned Jesus had a brother that died in the Punic Wars. However, those three wars took place about 150 years before the lifetime of Jesus - 264 to 146 B.C.
Brian and Stewie prevent the creation of Christianity and Judaism, which they insist has created a world without religion. However, Christianity and Judaism are not the only religions in the world. What happened to Hinduism and Buddhism, along with Greek and Roman religions (and all of the other ones in the world)?