To me, this is a way for Jerry to show that he is independent.
If you look at what his life must be like, you can see why he would want to go to join the boys. He seems to be the only child of a single mother. His mother seems to be a bit overprotective of him. I think that young kids always want to be more independent and a boy in this situation would want to even more than normal.
So I think that he wants to go join the older boys to show that he is independent and that he is able to be accepted by people who are more of his peers.