Aesthetics-ally speaking, the sublime refers to something different than sublime in common usage. While we might commonly call a jazz composition or performance "sublime," jazz is rarely sublime in the way that Kant described the sublime: "provided that our own position is secure, (its) aspect is all the more attractive for its fearfulness." The sublime properly has an awesome greatness that inspires fear in a safe observer. As a concept, the sublime is usually associated with an experience in nature, whereby the observer feels small in proximity to the astonishing size of a natural phenomenon.
Jazz music does not typically possess this sense of scale and grandeur. The jazz idiom is typically small-scale and relatively incidental? This distinction does not diminish its value or significance, of course.
A more knowledgeable listener might be able to provide numerous examples of the sublime in jazz. For me, there is a sense of the sublime in John Coltrane's A Love Supreme, especially in the transition from "Acknowledgement" to "Resolution." Sonny Sharrock's "As We Used to Sing" also comes to mind, and similarities between these two examples probably betray a bias in my interpretation of the sublime.