The New York Time’s On Langauge column says not necessarily:
Those who dislike the “Jersey” label may be surprised to discover that it has a distinguished historical pedigree. I asked Maxine N. Lurie, professor of history at Seton Hall University and co-editor of the Encyclopedia of New Jersey, about the usage, and she traced its origins to the end of the 17th century, when there were actually two “Jerseys”: the provinces of East and West Jersey, dividing the territory of New Jersey along a diagonal. (New Jersey was named in honor of the proprietor of East Jersey, George Carteret, who hailed from the Island of Jersey.)
Because of this split, it was common to talk of “the Jerseys,” even after the provinces were united in 1702. Lurie suspects it was “easier to refer to the ‘Jerseys’ and people from ‘Jersey’ than to say ‘East New Jersey’ and ‘West New Jersey.'” The historical record bears this out: 18th-century documents are peppered with mentions of “the Jerseys,” and colonial accounts from 1735 and 1746 refer simply to “the province of Jersey.”
A question of personal interest to the proprietor of this blog–is “Jersey Shore” proper? Yep.
Making compound forms with “Jersey” has certainly never let up: consider the Jersey Shore and the Jersey Devil, Jersey justice (the rough kind) and Jersey lightning (strong liquor, usually applejack), Jersey boys and Jersey girls. Jersey Joe Walcott won the world heavyweight boxing title in 1951, and concrete highway dividers have been called “Jersey barriers” since the late ’60s.
Just don’t call it Joisey.