Jails are all about limiting what you can do inside the jail. If you had full access to create/modify/use zfs inside the jail, then you could easily DoS the box.
Jails are also (usually) single-use setups (run a web server, run a mail server, run a database server, etc). Why would you need to be able to create unlimited numbers of filesystems and snapshots inside the jail?
Management of system resources is done from outside the jail. Inside the jail, you can use only those resources that have been given to you.
That just doesn't match up with ZFS. Use ZFS to set the limits for the jail (reservation, quota, compression, etc), and to create backups of the jail (snapshots, clones, etc).
In theory, you should be able to stop all your jails, move the directory, create the ZFS directory with the same mountpoint, and then either move or "cp -Rp" or "tar c | tar x" or "dump | restore" to move the files over, retaining permissions.