I totally see what you mean and I agree being consistent is the answer. But it really surprises me that they would actually write 'Jam' on the "official" set list. "Ok guys we are going to jam before doing song #1, let's write it down so we don't forget" Just seems bizarre. Obviously it is not a song, so I don't know, in my opinion it should not be counted but consistency is the biggest thing.
There are so many times that a person could write "jam" on a set list. (You've probably seen a few!) Since it is physically written on the set list, in my opinion, this means that there is a concerted effort to use it as a prologue to the song that it preceeds. Sometimes the show starts with a jam that is not listed. That "jam" may just be some noodling that leads into the song. I believe that we should be consistent with the set list as provided by the source. "jam" should count as a song.