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I bought a short scale guitar (Squier Jagmaster) because I like easier bendings. However, when I first played it, I discovered that Jagmaster bendings are as hard as on my 25,5'' scale guitars with same strings gauge (all with .10s). I didn't expect that!
I noticed that Jagmaster frets are much smaller than frets on my 25,5'' scale guitars. Could that be the reason why Jagmaster bendings are not any easier? Or there can be other reasons (bad setup, cheap nut, etc)?

Firstly, have you measured the scale length ? Not all jagmasters were 24" ...
https://en.wikipedia.org/wiki/Squier_Jagmaster

While string tension is lower at the shorter scale, there are other factors that play into how stiff bends feel, including the residual string length beyond the bridge and nut, string friction over those bearings, etc. But most people feel shorter scales to bend more easily, all else being equal. On an existing guitar, the easiest way to reduce tension / stiffness is to go down a gauge.
http://www.noyceguitars.com/technotes/articles/t3.html
https://www.liutaiomottola.com/myth/perception.htm

It might be due to the Jagmaster having smaller frets. Obviously fret size has no bearing on string tension, but taller frets often make bending feel easier because you can get more of your finger ‘behind’ the string.

J.

Radius has an effect too. A flatter fretboard (larger radius) will be easier to bend on.