Jaywalking is illegal is many jurisdictions, partly for pedestrians own safety, but also partly to shift the blame if a pedestrian is involved in an accident. So it’s mostly seen as a crime where people only hurt themselves.

jaywalking is illegal because the term jaywalking defines the illegal crossing of a street. https://en.wikipedia.org/wiki/Jaywalking

legal jaywalking is by definition not possible. what is however possible and legal is crossing the street away from a marked crossing. at least in europe and in most places in the world except the united states.