Kindle lacks the glyphs to support Hebrew or Arabic, as one can see by downloading the latest MOBI test file from:
http://freekindlebooks.org/Unicode/unicode.html
The test file displays common code pages at the start, but at the end of the document gives a comprehensive display of all unicode code points -- assuming your MOBI device supports those code points!
Sony Pocket Reader does seem to support RTL Hebrew, using your file as an example.