The polyamorous people I know are definitely capable of feeling jealousy. Some of them naturally don’t feel it super strongly, yes– and I think that might have to do with lived experience more than anything. I struggled with feeling too much jealousy when I was younger, because I grew up in an environment where I had to compete for affection and attention. It’s taken a lot to undo that.
I think for most people though, they just work to become aware that jealousy is a feeling, not a fact. It doesn’t necessarily mean a situation is wrong or not working. And if you can work on recognizing jealousy to some extent is natural, but that everything is actually fine (based heavily on trust and open communication built between partners) it can lose its potency over time and not rule all of your actions.