The manual is pretty clear on this:
"The jog frame is a frame in which to jog easily. It allows you to align the x, y, z coordinate system about a fixture or workpiece that is rotated with respect to the world frame of the robot.
Jog frame is a frame that you can set up in any location, with any orientation. Jog frame
provides a convenient way to move along a part when the part is oriented differently from the world frame."
Jog Frame is for jogging.
User Frame is for program positions.
I do not know/understand why they are separate.