The term itself was made up by the US auto industry in the 1920s in an attempt to shift blame of traffic fatalities towards pedestrians. And it worked. Before that, streets (which are built by the state) belonged to everyone and drivers were almost always held responsible for accidents.

They made up the term jaywalking by combining "walking" with the term "jay" which was a slang term for a country bumpkin or idiot from out of town. They hired actors to spread the slur to refer to those out of towners that don't know how to "properly" behave around streets in a modern city. They even paid Boy Scouts to hand out warning cards and staged mock funerals