Jon doesn't appear in the Dyin Aint Much of a Livin video because he wants the storyline to tell itself. The video is based on a short story by O Henry called "An Occurrance at Owl Creek Bridge". Without knowing all that happened with the storyline, you wouldn't be able to figure out what happened. Sticking Jon in between every other scene would've confused the viewer and they wouldn't be able to catch on to the ending. I personally think it was a rather smart video, but that's just my opinion, I could be wrong.