Both do a good job of facilitating good management of data projects. There's a nuance in that statement. They both facilitate good management. They don't do the managing. That's up to the project manager and scrum master to set up the boards and workflows properly. Agile doesn't manifest itself exactly the same project to project. There can be organisational constraints that need Agile to be adapted. The approach of 'The 3 amigos' can be used not only for story planning, but for setting up the boards in the first place. Even the boards themselves can be agile, and may need stages adding or removing as a project develops.
Jira and ADO both adapt and facilitate agile data projects very well. However, ADO integrates far better with the rest of the Azure platform; the repo, testing, builds and releases.
Both have similarities, which means retraining staff is feasible.
The difficulty is migrating between them after a project has already begun. Using both alongside each other is possible, either manually or using a sync tool, but a bit of a faff and best avoided.
Jira can suit the business better for helping to manage the pre-project business work; planning, research, hiring, architecture, budgeting. But when the project software development lifecycle begins in Azure, ADO wins.