Jelly SMS 3.3.7 for iOS introduced some new diagnostics collection preferences. The reason these were added was simply to keep informed of app crashes and when errors occur on the provider websites.
For example, I should be able to tell if Vodafone.ie have gone and broken message sending if I can see that 200 people have had message send failures in the app over the past 2 hours. This kind of data is extremely useful for me to help provide a quick fix for you, the user.
As stated in the app itself, data collected includes information about app crashes, and errors relating to provider issues. NO personal or location data is sent and all information is totally anonymous. Data will NEVER be sent to third parties.
You can easily turn off data collection in the app settings.
Diagnostics Data and Privacy