jessie-updates gives early access to stable packages which will eventually be added to Jessie in a point release.
A stable release of Debian (such as Debian 8 or 8.1) contains a fixed set of packages and versions. Some of these need updating, within the constraints of Debian's stable release process; once they're approved, such updates go to a
proposed-updates section of the archive, and when a point release is made, they all migrate to
stable. For some packages, where more urgent updates are required, there's an intermediate stage: they are made available in
jessie-updates) before the point release. Currently,
tzdata are available in
jessie-updates; it certainly makes sense not to have to wait for a point release to get those updates.
Security-critical updates go through a different process and queue, and end up initially in
security.debian.org (the third set of entries in your example). The intent there is to provide the safest fix for security issues as quickly as possible, ideally at the same time as the security issue is announced. These updates are usually merged into the next
The Debian wiki has more details.