Jessie R first appears in the 1870 Census, living with his father, Joseph B, in Granby Township, Newton County, MO. He next appears in the 1900 Census, in Jackson Township, Daviess County, MO, the county from which his younger brother James W's wife came. That may be the connection between the counties: Jessie may have moved up there, and James W may have met Mary Phillips while visiting.
The 1900 record looks right to match the 1870 record: the father was born in VA, the mother in TN.
In 1900, Jessie and his 39 year old wife Julie E, from Illinois, had been married for 20 years. She had had three children, and one was still living.