He is not supposed to get jealous. Jealousy is a sign of weakness, and weakness is simply not allowed. James is named after two of the best and boldest people that his father knew; There is no room for him to be weak.
But how can he not be jealous when it's not his arms around the shoulders of Susan Longbottom? How can he not be jealous whenever he notices that Albus has his arms around this girl who James is so head over heels for? It's like an iron vice is constricting his chest whenever he sees the two of them together. And he really doesn't like that much, so he treats them both to stony silences and cold looks, because James doesn't care that he and Albus rarely speak. He doesn't care that Susan's eyes seem to be so red and swollen and hurt whenever he catches them.
James Potter is, indeed, a very selfish person. He is selfish enough not to realize that in his jealous silence he's leaving a wide swath of destruction behind him.