Why jelly is used during sonography?

it transmits the sound waves from the probe to the skin

to be more specific - Ultrasound waves travel very poorly through air....even the little bit that would be present between the probe and the skin when it is dry. The gel lets the waves transmit from the probe to the skin, and thus the tissues beneath. That is why ultrasound can be applied to many different areas of the body; except the lungs. (full of air)