I haven’t used JetEngine before, but it looks like it’s employing it’s own sidebar. The WP Discourse sidebar integrates with the standard Wordpress sidebar hooks and endpoints, so unless JetEngine supports those, the WP Discourse sidebar won’t show up in JetEngine’s custom sidebar. Essentially, this is more of a JetEngine issue. You could reach out to them and ask why items in your standard post sidebar don’t show up in their sidebar.
Check out my response to this recent support topic on this one