JSON is fine with these characters, but JavaScript is not.
For plain-jane JSON this is usually fine, since you're not just evaluating the JSON as JavaScript, but are running the returned data through a JSON parser. A properly-designed JSON parser will escape any JSON-valid-but-JavaScript-invalid characters.
JSONP, however, works differently and will use use the JavaScript parser. Womp womp.
The blog post also lists two other cases, although the first case -- parsing JSON using eval -- is both insecure and incorrect. I haven't seen people do that in ages and ages.
https://github.com/jquery/jquery/blob/master/src/core.js#L52...
However, if you take a hex dump of the page, it becomes quite apparent:
https://gist.github.com/4393892
Note: The file is UTF-8 encoded, so you'd be looking for E2 80 A8 instead of \u2028.