mediawiki.jqueryMsg really should be default and merged with the mediawiki.Message() code.
Having two partially incompatible client-side parsers is nasty and leads to nasty hard-to-debug issues when mw.msg accepts messages that are considered invalid by mw.jqueryMsg (I've just fixed one in a gadget used at pl.wikipedia).
Let's just merge those already; the jqueryMsg code works well and is widely used. mediawiki.jqueryMsg module should probably become a no-op for backwards-compatibility.
(Also, let's please get rid of that horrific name.)