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This may be a late reply, but since I had the same question, this may help someone in the future.
At least for visio version 2208 it is definitely possible to customize line jump behavior for individual lines. And this quite easily:
Simply select a line, then open the menu "Behavior" in the developer tab. (Should you not see a developer tab, it can be enabled in the Visio Options --> Customize Ribbon --> set check mark for "Developer")
In the "Behavior" menu, select the tab "connector" and here, under "line jumps" you can select different behavior options for the line you have selected.
I found this information in the section "remarks" of documentation John Visio MVP linked: https://learn.microsoft.com/en-us/office/client-developer/visio/conlinejumpcode-cell-shape-layout-section#remarks