They mean 2 different things, yet are used synonymously when teaching morals. When we are jealous, it is because some other entity appears to “possess” something that we desire for ourselves. When we are envious, we have much deeper beliefs about why this [person] “has” what we desire, and/or why we do NOT have this [something desirous] for ourselves.
Jealousy is normal, and perhaps even healthy to boost motivation. Envy is a negative projection; of yourself and others. Nothing positive can be gained from envy. Envy is the dark side of jealousy, jealousy is the light side of envy.
While we may understand that the dichotomy is inherently present in everything, we choose to see these as polar opposites. They are not black and white concepts, while they can successfully be utilized to explain them, that is not the intended function of the symbolism.