The .sbtopts
file support is a feature of the sbt launch script (bash), not of sbt itself, but the Jenkins plugin calls the sbt launcher jar directly, hence your problem.
Your only options is to manually add your JVM/SBT options in the Jenkins build configuration, under the "Build using sbt" section, see the sbt plugin page.
A more long-term option would be to add support for reading .sbtopts
to the Jenkins plugin.
Edit: I just added support for .sbtopts
to the sbt jenkins plugin. It should be in the next (1.5) version.