|500 AD and Glastonbury is still held by "Welsh" tribes|
As Wikipedia says:
On 20 April 2007, Greg Mulholland, the Liberal Democrat Member of Parliament (MP) for Leeds North West, introduced an Early Day Motion (EDM) in the House of Commons, proposing that England have its own national anthem. The EDM called for all English sporting associations to "adopt an appropriate song that English sportsmen and women, and the English public, would favour when competing as England." There has also been an EDM calling for "Jerusalem" to be given official status as the national anthem of England, proposed by Daniel Kawczynski, the Conservative Party MP for Shrewsbury and Atcham on 18 October 2006.
In April 2008 Greg Mulholland called for the England national rugby league team to replace "God Save the Queen" with an English national anthem at the Rugby League World Cup (RL World Cup) to be held in Australia in autumn 2008 and on 28 April he put forward another EDM in the House of Commons, noting that Scotland and Wales who are also taking part in the RL World Cup, will all have their own national anthems, and therefore calling on England to use an English national anthem rather than the British national anthem, with the proposal that English rugby league fans should be given the chance to choose an English anthem. However, God Save the Queen was used.
On St George's Day, April 23, 2010, the Commonwealth Games Council for England launched a poll to allow the public to decide which anthem is to be played at the 2010 Commonwealth Games in Delhi, India. Voters could choose between God Save the Queen, Jerusalem and Land of Hope and Glory with the winning song being adopted as the official anthem for Team England.  Jerusalem was declared the winner on 30 May 2010, securing 52% of the vote. 
If the English wish to have Jerusalem as their anthem who am I (Welsh, part-Irish and so devoid of any rights on such matters apparently) to say otherwise. It is certainly very stirring (moreso than God Save the Queen may I dare to opine?)
Of course, if Our Lord Jesus Christ did indeed come to the West Country, brought by Joseph of Arimathea so folk-tales say, then of course it was still part of Welsh Britain, where the native tribes would have spoke ancient Welsh, perhaps intermixed with some Latin).
The arrival of the English was some 400+ years away, apart from some mercenaries fighting for the Romans as the Empire crumbled, to protect the East Coast of what became England from raiders. Some historians say these mercenaries became the settlers that the "invading" Germanic tribes came to join - I believe it's a moot point. The West Country itself remained "Welsh" for much longer of course (eventually only Wales and Cornwall as we recognise them today were left separate of Anglo-Saxon tribal kingdoms and their vessel fiefdoms)
Still it's nice to think that Jesus Christ may have come to these islands and met the natives later called Welsh (or "foreigner" in old Anglo-Saxon English, they gave similar names to peoples in what would become Belgium and Italy). If only because the Welsh kept the Roman and Christian Faith, and via the Welshman St Patrick exported it to Ireland where monasticism really took off and thrived as Europe as a whole entered what has been called the 'Dark Ages.'
P.S. I don't know if Greg Mulholland is English or not. Does that negate his argument for asking for an English anthem as opposed to the British one?
Britannia After the Roman Withdrawal