It's the law in New Jersey that you can't pump your own gas. So all stations are full-service.
Good economic policy is so rare in america..
New Jersey and Oregon are the only two states with such a policy.
As for New Jersey's price in particular...I imagine it's mainly due to lower gas taxes. While New Jersey has plenty of refineries, you see a big jump in prices once you immediately cross the river into PA. (Another state with a significant number of refineries (Sunoco etc), but a higher tax).
The jump in prices you see when you cross the border into PA is nothing compared to the jump in prices you see when you cross the border into NY...
