Also, I don't know if I've ever heard MJ referred to as Michael J. I have a cousin whose middle name starts with J so we call him Michael J. But MJ?! Never heard it before!
I picked it off a intro to a radio show I came across once. They referred to that show's host saying "....he's got more hangtime than Michael J...."
So that clicked. I also associate the J with a JUMPER, JUMPMAN etc etc.