Here's why:
* Proper nouns are specific names of people, places, or things. They are always capitalized. Examples: John, Paris, the Eiffel Tower.
* Common nouns are general names for people, places, or things. They are not capitalized unless they begin a sentence. Examples: boy, city, building.
"Jumping rope" is a general term for an activity. It doesn't refer to a specific person, place, or thing. Therefore, it is a common noun and should not be capitalized.