I'm afraid I don't know the specific reasons, but you are right -- when I put perfmon on an assembly that I'd built, it spends about 5% of its time in the JIT. When it's being profiled, it leaps to 80% in some places. I thought maybe the IL injection was to blame, but method-level profiling still used the JIT just as much.
One thing I do know is that Profiler disables native images. If native images are loaded, certain notifications aren't sent by the .NET runtime that Profiler needs. It would make sense that without native images, you would have to JIT every method at least once.