I have never owned or even tried on a shoulder rig, so please forgive my ignorance on this topic. Isn't a J Frame a pretty small gun to be carried in this manner? I have a J Frame that I carry AIWB sometimes off-duty, and also as my backup piece in my vest at work. In either of these positions, it carries well enough that I barely notice that it's there.
Is it a question of comfort, concealability issues, sheer preferrence, or something else? It would almost seem that a quality leather shoulder rig for a J Frame would weigh almost as much as the gun itself.