There is no equivalent to the Spanish /j/ in French. Besides, the -e ending instead of the Spanish -a should tell you that it has been adapted and is used as a loanword, a French word of Spanish origin, not a Spanish word.

Spanish itself is full of loanwords, particularly from Arabic, which are not pronounced like in Arabic either (which Arabic, anyway?)

There is no better or worse, there are just words that travel across languages.

It was a joke! And in French we tend to either keep or not the original pronunciation. A funny one is mojito where the j is always replace by a French r.