Yeah, you'll have to go through immigration to collect your bag. Even though you probably can breeze through immigration both on arrival and departure, and shouldn't have much of a wait for your bag, the problem is checking in with Jetstar. If you have to check in an hour or more before your flight, you'll be pushing your luck, especially since Jetstar is Terminal 1 and UA is Terminal 3. While going between terminals is easy, it can take 15-20 minutes, especially if you have a fair amount of baggage and are unfamiliar with the airport.