Is there a frequency at which jumpers start to become a problem?
From a microwave engineers point of view, things really start to become a problem when the physical dimensions of the component are comparable to the wavelength of the signal you are considering.

The length of the pins onto which this jumper mounts are 0.230" (5.84mm) and the separation is 0.100" (2.54mm) so the signal path length is approximately 0.560" (14.22mm)

This dimension represents 1/10 of a wavelength at about 2.5GHz.  To reasonably represent a square wave, I would include upto the fifth harmonic - so I would place an upper limit of 500MHz on this part.  This is a heavily simplified first off starting point based on rough dimensions and rules of thumb and obviously you should verify the performance by either a full 3D EM simulation if you have the facility, or by direct measurement of a test piece using a network analyser.