It's a continuation of his "Last Outlaw" gimmick that he started when he popped up in GCW. To me IMO The Last Outlaw gimmick is the best one he's had in his career. The initial promo he cut against that GCW clown was actually pretty dope and kind of fits the path he's taken his career to where he is now.
And this is coming from some who thinks Jarrett fukking sucked in WWF, in WCW with the Horseman, in WWF again, in WCW when Russo gifted him World Championships, and in TNA when he booked himself his own Reign of Terror that gifted him several titles + buried talent.