"Are blue notes featured as much in jazz as in blues?" No, but a lot. "And not used very much in other US American musical styles?" What became known as "blue notes" in the 1910s, because writers were encountering and interested in blues music in particular, were also common in non-blues music, such as gospel. Scales with notes not the same as on the piano were common in black and white folk music in the U.S., Africa, and Europe going way back.