Last season was about him not being sure if he was in the right field, testing his own ethics and morality, and coming out from under the shadow of his big brother. He solved all those problems in the finale and triumphantly declared he's a new man.

I didn't expect him to open up shop as Saul in episode one of season two, but the premiere definitely takes a step back in the story and makes season one unimportant. He's now in a new job and unsure if he's in the right field, testing his own ethics and morality, and living under the shadow of Kim.

Reading that interview proves my point. He's talking about how after last season's finale Jimmy is closer to being Saul and ready to "throw off the bounds of conventional morality". Then they remembered Kim and felt the need to have Jimmy stay where he is because of her. Seems like an oversight on their part and I'd rather they dealt with that last season instead of going back in the story now to address it.