The car seems to have a coolness factor associated with it. I noticed it the first year it came out (I think 99) when I was a senior in high school. It's a popular car for the "popular kids". I also noticed that the car was big with the emo kids -- especially, as Tony pointed out, in the color Black.
I don't think it has to do with VW's marketing campaign as the commercials for the car don't seem to be particularly targeting females 18-25.
I really can’t explain it either other than figuring that the collective psyche of cool girls decided that the Jetta is a car that matches their personality and style. I mean, compared to say, a Neon or Sentra, I gotta admit that the car does seem a little more… sophisticated?