In ACOK Theon mentions how Jon had more respect in Winterfell then he did, why think this? Yes Jon is a bastard but he is the son of the Lord of Winterfell and has Stark blood and part of the family. Jon has more connections to the Starks than Theon ever will so why would Theon think he deserved a higher position in Winterfell even among Jon's family than Jon?
You’ve answered your own question, anon. Jon’s a bastard. Just a bastard. Sure his dad’s the Lord of Winterfell, but who knows who his mother was? She might have even been - gasp - common. Even if she wasn’t, Jon was born of lust and deceit, etc etc etc, doesn’t deserve to be treated as well as legitimate children so on so forth…
…and Theon is, above all, jealous that Jon’s family loves him.