Even if the sixth season got erased from the timeline, Jay and Nya still remember it.
In Season 8 as the commissioner counts everything that could happen to Ninjago one day, he mentions Sky pirates. Nya and Jay both wink to each other, laughing. Also in the last episode of Season 12, Jay says (quote):
"I got abandoned by my parents too, I never understood why, but I hope they had a good reason".
Thisfore, Jay does remember he is adopted, what he found out in the erased timeline of Season 6.

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Ninjago Facts
RandomFacts About the Canon Show will be normal, the ones About my AU will be bold. Explainations will be also added. I will swap between TV and AU btw