Those stations are lesser used so Amtrak likely decided it may not be worth the time and effort to stop both trains there. In the case of Jesup, the SS comes through in the night so would likely generate few additional riders. Okeechobee is on a segment where the SS and SM follow each other closely, especially southbound.
Another stop in a similar setup is Fredericksburg, VA, where the SM stops but not the SS. Up until recently, neither route stopped there. However, Fredericksburg is also served by other routes.