Are you sure there is no connection in this case? I did not know anything about the song before, but the author, John Mark McMillan, is quoted as saying:
"The song is basically about dealing with the anger of [a friend's] death and how I was pretty tempted to believe that God didn’t love us but that even in this death I can see that God does. I guess my question was if God loved him then why did he die, and the answer, I believed, was that he died because God loved him and wanted to be with him. It’s a difficult conclusion to come to and I’m not sure most people who sing the song completely understand where I was coming from when I wrote it, but I’m glad it’s touching people." http://theblahblah.wordpress.com/2008/12/10/straight-from-the-horses-mouth-an-interview-with-john-mark-mcmillan/
“You shall not make for yourself an idol, or any likeness of what is in heaven above or on the earth beneath or in the water under the earth. You shall not worship them or serve them; for I, the LORD your God, am a jealous God” https://bible.org/seriespage/jealous-god
I presume that the song is addressed to God. The singer is saying to God "You are jealous for my benefit." or perhaps "You are jealous on my behalf."