I understand why God is a jealous God, but is jealousy in and of itself sinful for us ?
To me the question of jealosy in a Christian is somewhat similar to the question of anger in a Christian. God has anger (Exodus 32:10-11) and God has jealousy (Exodus 34:14). Therefore, by definition, it is not absolutely sinful in every case for us to have these emotions, as God is without sin.
Having said that, in the great majority of cases in which humans experience anger and jealousy it is sinful, or more accurately, it leads to sin. God says to us, “In your anger do not sin.” (Ephesians 4:26). This tells me that what our anger leads to is the sin, not necessarily the emotion. It is acceptable for us to get angry when people abuse the poor or when people disrespect God. About jealousy, it is also acceptable for a married person to be jealous if his or her spouse is looking elsewhere. A spouse OUGHT to be jealous if their lover is unfaithful. If a man were pouring attention on my wife with the aim of seducing her away from me, I certainly hope I would be jealous. This would be what I would call “righteous jealousy,” although I will admit the phrase is not found in the Bible. If an abusive and extremely worldly person were to try to lure one of my children away from me, in an effort to alienate my child from me, I hope I would be jealous about that.
Unfortunately, almost all human jealousy is not of a righteous sort, so I personally would hesitate to publicly teach that jealousy is not necessarily sinful, but the fact is that it is not always sinful.