I have no idea what "Jenkins" is, but I know this about certificates and ClickOnce. The certificate must be installed under the user account that is doing the build. Try importing it and use the defaults, which will import it into the user store, rather than importing it into Trusted Publishers or one of the older folders. You can see it after you import it by running certmgr.msc.
We hit this when doing automated builds on our TFS server. Every year, we have to log into the account that does the builds and import the new signing certificate.