shouldn't it be like, 'He says that he goes for a jog everyday'?

Hello,
 
You are correct. In reported statements, ‘that’ should be added when an action is reported. Thus, the correct form of sentence should be “He says that he goes for a jog everyday.”
 
Thanks a lot for pointing out the error. We have taken it into account and would be making the necessary changes soon.
All the best!
Cheers!

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