The thing is Jiraiya is dead, Pain checked his pulses and with the rinnegan he cant be fooled to easily with a clone. What I think is Jiraiya was collection information while pain was busy fighting him, that was his main target from the first, the pa toad said that. while fighting he figured out who pain really was and his major secret, but it was already too late, he died by then, he managed to left the message to naruto.
This theory revealed a lot, I didnt realise the clone before.