Well, Jimmie Rodgers was one of the most prominent members of a long chain of singers who rose to stardom by "borrowing" African-American music wholesale and delivering it to a white middle-class public who would never accept the performance of actual black singers. This is an unbroken thread in American popular music going back at least as far as Stephen Foster, through Al Jolsen, Jimmie Rodgers, Bing Crosby (yep!), Elvis, and the Righteous Brothers (ugh). The point of this little digression is that perhaps Jimmie Rodgers "borrowed" the idea of the blue yodel from a black musician he had heard, since African-American music -- and a wonderful singing voice and style -- were what made him a sensation.