There’s a linguistic trick at play here. Historically, the letters “i,” “j,” and, to a lesser and more complex extent, “y” have not been cleanly distinguished—in fact, the Spanish name for “y” was i griega (Greek I). The RAE recently changed it to ye.

It’s important to remember that the “standardized” orthographies associated with widespread literacy and national languages are a relatively recent development.

Originally, “I” and “J” were just different forms of “I,” where “J” was used stylistically at the end of Roman numerals (compare 8: VIII vs. VIIJ). In this usage, the “I” is said to have a swash.

Later, (in Romance languages) “J” began to take on the sound English-speakers associate with “y,” and which is represented in the IPA as /j/ (the “y” in yet). “I” retained its primarily vocalic (vowel-ish) association. In Late Latin and Proto-Romance, that /j/ sound occurs frequently in the beginning of words when a vowel follows “I.”

ianuarius => January, (Fr.) Janvier

iulius => Julius, (Sp.) Julio

ieremias => Jeremy (-iah), (Fr.) Jérémie, (Sp.) Jeremías

ioannas => John, Jonas, (Fr.) Jean, (Sp.) Juan

BUT iacere => (Sp.) yacer (to lie [down]) - the shift to “J” was not universal

Ultimately, the Romance languages used “J” and “Y” to supplement their alphabets and represent innovative sounds (sounds absent in Latin). We pattern after French, which uses “J” primarily for the sound /ʒ/ (like the “s” in “pleasure”), which replaced the /j/ sound in the above contexts. English typically uses it for the “rougher”-sounding /d͡ʒ/.

So, the frequency of “J” names stems from English’s adoption of Latinate names from French. The overwhelming majority of these are biblical, which means that Latin got them from Greek which got them from Hebrew (+ a number of other regional languages and/or itself). Where Latin used “I,” regular sound changes as Proto-Romance evolved led to diphthongization /i̯/, and later fortition to a palatal fricative /ʝ/ or approximant /j/. These sounds proliferated into the various options we see today.

An example of English writing using “I” where modern eyes would expect “J” can be seen here—“ROMEO AND IULIET.”