Strange indeed. The only, most probably unrelated, curiosity I knew is the use of a J-shaped |I| at the beginning of words.
https://www.flickr.com/photos/tags/initialiwithhook/

When you say a "lettered list", is it possible that there were simply no entries in the list which began with that letter?

The letter "J" was only relatively recently distinguished from "I". In Fraktur in particular, the capital I and J are often very similar or identical, so it might cause confusion to distinguish them in indexing. Here's a reference specific to German:
http://feefhs.org/guides/German_Gothic.pdf

In general, it seems like this was also once a more widespread practice based off of the Latin Alphabet; see page 186 of the following:
http://www.iapt-taxon.org/historic/Congress/IBC_1959/Prop021.pdf

Possibly related, the U.S. Library of Congress classification scheme uses only J and not I. It does distinguish U and V however, so the reason for not including I might be simply to avoid confusion with 1.

In German the ambiguity of I and J remained longer than in other areas where the Latin script was used. In blackletter fonts I and J weren’t differentiated at all until the 19th century. And in turn for Roman fonts, people often also didn’t feel a need for clear differentiation. So they rather used a J-like design to represent an I – which could otherwise be mistaken for a lowercase l. (See riccard0’s link)
Tschichold didn’t like that at all. And regarding the I and J in blackletter he had a traditional view and hated the development of making a different design of blackletter I and J. So to him, the existence of a differentiation was directly connected to the type style.

Thanks, Apsilotic.
I assume J is used normally in lists today?