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I'm sure you'd feel quite psychologically happy about finessing J if South had followed with 9 at trick one. South must surely be playing 9 from KQ9, K9, Q9 or simply 9 alone, in which case the jack is the no-lose play for West and is vital on the actual layout. But what if South had followed with at trick two with 3 - now it doesn't feel right to play the jack does it? Indeed the percentage play is the ace in the hope of a singleton honour with North or a two-two split. But this means that South should play 9 from either 93, K93 or Q93 to give declarer a losing option!! It's another example of deploying a virtually no lose play to put doubt in an opponents's mind.
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