A bit of an odd name, perhaps, but generally it's because when the jinx show up, it's usually bad news. Jinx are mercenaries, soldiers for hire with a past in black ops, military or special police outfits. They're natural born killers and they now kill for money.
Mercenaries are technically both illegal and legal at the same time. On paper, they're just employes, albeit temporary such, of a corporation or individual. Nothing illegal about that. However, most jinxes are hired to do highly illegal stuff like sabotage, intimidation, theft, assassinations and even outright assault.
Being a jinx means being a tool for someone else to use. It's part of the code of conduct that you, as a jinx, are untraceable back to your employer. You are expendable. If you fuck up your assignment, you're supposed to take the blame and the fall. It's part of what makes the jinx profession both profitable and desireable for hire.