I have another theory. I wonder if it is a sign of feeling safe. Of knowing that they are in an environment where everything is known to them and feels comfortable. That would explain why the other scrub jays don't exhibit this behavior when they come to the backyard. This environment is new for them.
I added some images. These three birds are almost always puffed up like this. Whenever they are sitting on the line. The weather and temperature doesn't seem to affect it. It truly feels like a learned/shared habit of these siblings! :)
