If I delete jj from my Facebook app settings, will I lose my game?

I don't think you can continue playing. What happens depends on your device and game setup.

If you play through the Facebook app on pc, the game does not save on your device. You will not be able to play unless you re-install it. The game will be saved for a period of time (maybe a year?) should you decide to re-install.

On mobile devices, it is possible to play not connected to Facebook, but I believe you have to start the game over from the beginning. You will not be able to exchange bushes or play with a team/club. And your game will not be backed up, should the program malfunction or something catastrophic happens to your device.