Hello,
Thank you for asking you query at DoctorSpring.
The difference between jogging and all the other activities you are doing (swimming, biking and jogging) is that jogging is an impact exercise for the knee joint. When your foot touches the ground there is an impact down the leg to knee because of your body weight. This mechanism does not occur in other form of activities. In swimming in fact your body weight is relieved from the knees. In cycling even though there is force applied to knee there is no sudden impact.
The pain should not be ignored and should be seen as warning sign for a possible recurrent dislocation. You might require further evaluation and physical therapy to get things back to normal. This is best done after consulting your Doctor and then in training with a Physical therapist. Meanwhile avoid jogging altogether. If your target is weight loss, jogging has no particular advantage over other exercises. Infact I would recommend you to stick to one method of exercise (swimming preferably) for now. Elliptical machines (if you have access to gym) are also a good option (non-impact). Make sure you are complimenting the exercises with dietary modification. For example avoiding 2 tsp of Mayonnaise is equal to half an hour of jogging in calorie terms.
Hope this helps.
Please feel free to ask followup questions
Thank you.