The Isabelle format indicates that its output is determined by the Isabelle print mode. In ProofGeneral, the default value of print_mode enables brackets , which creates brackets around assumptions, while jEdit print_mode by default, includes no_brackets , which does the opposite.
You can change the print mode by setting Plugins > Plugin Options > Isabelle/General > Print Mode in brackets and restarting jEdit, adding -m brackets to the isabelle jedit command line or including ~/.isabelle/etc/settings in your file:
ISABELLE_JEDIT_OPTIONS="-m brackets"
This will cause jEdit to display parentheses such as ProofGeneral:

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