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minecraft:wants_jockey is an entity component: it goes in the components object of a custom mob, or in one of its component groups. Marks the entity as wanting to ride another mob as a jockey, like a baby zombie on a chicken.
Example
Inside the components object of BP/entities/<name>.json (values are the defaults or placeholders):
BP/entities/<name>.json
{
"minecraft:wants_jockey": {}
}