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The Data Explorer URLs still use the old name of the site, "Jewish Life and Learning", instead of the new one, "Mi Yodeya". E.g., http://data.stackexchange.com/jewish%20life%20and%20learning/queries.
I agree that jewish%20life%20and%20learning should be scrubbed.
The convention we should follow would involve changing the slug to judaism, making it into data.stackexchange.com/judaism/queries, as Double AA suggested.
I think this is status-bydesign. Consider our cousin "Seasoned Advice": their URL is http://data.stackexchange.com/cooking/queries.
This might change pending this other request, but in the mean time, I think this issue and its resolution is very parallel to here.