jTDS driver has a lot of improvements related to the way queries work after the connection is made. Their benchmark does not mention the initial connection speed: http://jtds.sourceforge.net/benchTest.html. They only measure operations that are executed after connection is already active.
I suspect that connection initialization code is slower than for other drivers. That's why it is worth keeping a connection pool of precreated connections to get maximum performance. In fact it's true about any driver.