The git compatibility page states that submodules are not supported

https://docs.jj-vcs.dev/latest/git-compatibility/

What "not supported" means with submodules specifically is that jj doesn't have commands to manage them. You can use git commands to manage them, and it does, in my understanding, work. There's just no native support yet.

This is sort of similar to how you can create lightweight tags with jj tag, but you need to push them with git push --tags.