You cannot set the J bit to 1 when the T bit is 0. The J bit is written as 0 when the T bit is written as 0.

You cannot use MSR to change the J bit in the CPSR.

The placement of the J bit avoids the status or extension bytes in code running on ARMv5TE or earlier processors. This ensures that OS code written using the deprecated CPSR, SPSR, CPSR_all, or SPSR_all syntax for the destination of an MSR instruction continues to work.