Well YANBU to find it an annoying word - we all have things which irrationally irritate us.
But YABVU if you're under the mistaken impression that 'jag' is the 'correct' informal term for an injection and that the people saying 'jab' are getting it wrong. 'Jag' is Scottish, 'jab' is English, simple as that. Besides, it's 'jab' because you can 'jab' someone with a pointed object. Would a Scottish person say 'he jagged me with his finger '?