First, it's important to distinguish between Jewishness as a distinctive ethnicity and Judaism as a religion. One could practice the religion while having no Jewish ethnicity. Conversely, one could also have Jewish ancestry without having any immediate family who practice the Jewish religion.

This appears to have been the case among several ethnically Jewish groups in Europe. Among Sephardic Jews in Iberia, many were forced to convert to Christianity during the Inquisitions of the 14th and 15th centuries (these Jewish converts were called conversos). Similarly, a recent study by DNA testing company MyHeritage found that Hungary has the highest proportion of people with Ashkenazi Jewish ethnicity after Israael. This despite the fact that official statistics recognize just 10,965 Jews in Hungary -- sugesting rapid assimilation in the decades and centuries leading up to the Holocaust. The Holocaust, which led to the murder of over half a million Hungarian Jews, also led to the continuing diminishment of Jewish identity in Hungary.

Put simply: it's possible to have ethnically Jewish ancestry without having any practicing Jewish people in your immediate family tree. Conversion, assimilation, and a lack of documentation could all contribute to your result.

This may be due to a genetic phenomenon called recombination. Put simply, this is genetic swapping that occurs each time sperm and egg combine. Due to this random gene swapping, it's possible (if statistically unlikely) for a great-grandchild to inherit none of his or her great-grandparent's DNA.
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This becomes increasingly true the further back you examine your lineage. That's why tests that examine your DNA at the chromosome level (like Genomelink's European Ancestry Report) can better detect instances of DNA passed down through generations.