Elon's been hesitant about AI for a while now, so I don't think it's only jealous, but I do agree that I think that's part of it.
"If Tesla builds an AI, I'm smart enough that I can keep it in check. If someone else builds an AI their CEO is probably not smart enough to do the same thing."
Elon has a long history of thinking he's smarter than everyone else and that even people who are experts in their field aren't as capable as he is (cave submarine).