Think Of The Children! Don't Jaywalk In Germany!
Germany is stereotypically focused on order and following the rules in day to day life. While in many cases this can be overblown, with regards to obeying crossing signals and jaywalking, this stereotype is completely true. In Germany, crossing when the signal is still red, or failing to use a crosswalk (Zebrastreifen; Fußgängerüberweg) when one is reasonably available will result in anything from icy glares by fellow passers by, to a call to "think of the children!", to a talking to by a police officer if one sees you. While jaywalking is legally not allowed in the U.S., in many cities, it's something of a common joke to describe jaywalking as a sport. Why is it so different in Germany?
The first point to consider is that in the U.S., pedestrians are generally considered to have the "right of way," even in places where they by rights shouldn't be. If someone ducks out into a street, the (hopeful) default is that traffic will do everything possible to stop. In Germany, it's expected that cars, cyclists, and pedestrians will all stay in their designated lane, so it's safer to assume that someone driving a car or bicycle isn't necessarily looking out for you while you're walking. While someone driving isn't going to hit you on purpose, they're not going to wait patiently for you to cross, and won't hesitate to let you know how, annoyed, they are that you aren't where you should be.
In Germany, it's a cultural norm to avoid jaywalking in order to set a good example for children. Given how many people take public transportation, bike, and travel around on foot at a younger age than you might expect if you're not a city dweller in the U.S., they consider it imperative to teach children from a young age to obey the traffic signals. Do your part to help them out, unless you enjoy having parents dress you down in public.
While it's amusing to see people who are a bit, happy, wait at a crosswalk at 3 am when the city is totally quiet and the last car passed by hours ago, it's an important habit to build in Germany. Cars and cyclists are not likely to give you much room if you try to cross without a crosswalk or signal, and you risk causing an accident both for them and for yourself. It may take some time to get used to depending on the attitude that people have towards jaywalking back home, but it makes life easier over here.