Thanks guys ...
OK, I can bring up the MAME UI using the Scroll Lock toggle to enable the tab key.
And I see it is definitely joystick port 2 that is affected and not port 1.
I ran a BASIC program* on the C64 that loops to show values for Joystick ports 1 & 2 and when I move the dpad or hit the fire button on my gamepad it changes the value for port 1.
But if I use the 'Swap Gameport 1 and 2' option in the UI (under Dip Switches) then the values no longer change at all for ports 1 or 2.
20 PRINT"JOYSTICK PORT 1 "PEEK(56321)
30 PRINT"JOYSTICK PORT 2 "PEEK(56320)
40 GOTO 10
So I guess Jumpman requires a joystick in the virtual port 2.