Does the US have jurisdiction here or is the Southern District just playing Team America World Police again? Is using Twitter the new precedent for being ensnared by the American legal system?
No, but intentionally not paying tons of taxes you are required to pay is something that will definitely put your head on the table. If IRS managed to get Al Capone back then, getting McAfee for it should be fairly trivial.
He was detained on tax evasion charges. So yes, the U.S. has pretty uncontroversial jurisdiction over taxes owed to it.