One of the good things about year-in-review articles is that you can really catch up on intersting tidbits you may have missed. My daily FARK habit directed me to one such article from the BBC titled “100 Things We Didn’t Know This Time Last Year.”
Here’s number 8:

Devout Orthodox Jews are three times as likely to jaywalk as other people, according to an Israeli survey reported in the New Scientist. The researchers say it’s possibly because religious people have less fear of death.

From said New Scientist article (January 2005¹):

The ultra-Orthodox inhabitants of Bnei-Brak were three times as likely to break these rules as people in Ramat-Gan, the team found.
Rosenbloom thinks that ultra-Orthodox faith might contribute to this cavalier behaviour by making people respect religious law more than state-imposed rules. It is also possible that religious people take more risks because they are more fatalistic and have less fear of death.”

It would be interesting to see if the studies included Shabbat, which would likely skew the data.
I’m still not convinced that either reason is the primary determining factor. Yes, the hareidi community has a virulent disdain for secular laws, but I don’t think they go out of their way just to break them. I would also doubt the reasoning of being “fatalistic” as the cause of jaywalking since many probably don’t register the dangers involved.
I would suggest that the reasons are more sociological then necessarily religious. In New York at least, commuters are notorious jaywalkers, regardless of faith. One would also have to look at other factors of jaywalking including traffic patterns or the time of day (i.e. a rush hour).
If religion does play a role I would sooner suggest that more religiously zealous generally focus more on the commandments between man and God than on the commandments between people, but that’s a discussion for another time.

1. It’s old, but the only other coverage I’ve seen on the web is from the appropriately named J-Walk Blog.