Because imo Walt could have given Jesse the easy life. Jesse is a junkie headcase.
And you wouldn't be after the nuthouse of a life Jesse's been living (in large part because of Walt's actions)?
Jesse is easily the most likable character, IMO, because he's relatable. Yes, he's got a junkie history. But deep down, he's just like any of us and has been driven practically out of his mind with guilt over the harm his and Walt's actions have caused.
I can't possibly root for Walt. He's an evil bastard who cares about nothing but himself.