I don't understand what you mean by saying you want to use Jade to log in. I have never used Jade but if it is like ColdCard then the seed is already on the Jade and if you tell Sparrow to use a device on an existing wallet. Then it will probably override the addresses like the warning says.
You probably need to keep your Electrum import which is only a software wallet and create a new Sparrow wallet using the Jade as a signing device.
If you want the money to be secured by a hardware wallet then you'll have to create a wallet managed by one or more hardware devices and then send the old Electrum UTXOs to the new wallet addresses.
