Jay has a very insulated world. Face it, everywhere he does, people kiss his ass. If you or I wore a man purse to the store, well...
For the last 20 years, it's been "woah, youre so big brah!" everywhere he goes. He's probably a little out of touch there. And aside from that, he probably doesn't care. A bag like that is very functional. Fanny packs are a great place to keep your keys, wallet, cell, gun, etc when you're wearing sweats. They just look gayer than a back rub from your dad.