When Jason left Cheryl he did not stay in the forest and then get murdered, he left and walked away to meet Polly and start his new life but when he found out Polly was not there he decided to go on anyway. He leaves the forest unharmed and completely fine which is why his body is never found.
A few months after this all happens Jason realised that he would eventually get found and Cheryl and him would get into loads of trouble so by killing himself he proves her story right and still seems like she's telling the truthor there could be other reasons which will be shown further on in the series or he gets into trouble (it is known he was dealing drugs so it could have gone wrong.) Whatever the reason he decides that it's best to kill himself and he decides to return to the lake again, which is where he would go if he was covering for Cheryl.
He was shot right in the middle of his forehead which is an odd place for him to be shot if he was murdered as he should be running away from the murder meaning he would get shot in the side or the back of his head but if he killed himself he would have been more likely to shoot the front of his head as it would be easier. He then after shooting himself would fall into the lake and then he floats to the shore where he is found.
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RIVERDALE THEORIES!
FanficBasically a load of theories about who killed Jason Blossom in Riverdale