Remember that Star of David necklace that Ellen is wearing when the Nazi soldiers first come to the house? You know, the one that graces the cover of almost every publication of Number the Stars? That's a symbol of Ellen's Jewish identity. But even when Annemarie has to rip the necklace right off her, Ellen is still Jewish. See, identity is something that sticks with you—no matter who is trying to get in your way. Knowing that the Jews could maintain their identity under persecution from the Nazis makes us feel like we can hold onto ours, too, no matter what the situation.
Ellen doesn't have to change much when she pretends to be Lise Johansen. After all, she pretty much feels like Annemarie's sister already.
In Number the Stars, young people are told not to stand out—they need to blend into the crowd for their own safety. This just wouldn't fly in 21st century America.