What is the propre way to include jQuery UI Datepicker’s CSS in plugin?

The syntax is fine. WordPress doesn’t include CSS for the jQuery UI components, so you need to include it yourself. This is what Jetpack has done, and it’s why you’re able to load it from there. However this means that your plugin is dependent on Jetpack. Ideally you’d download the CSS (you can get it here) yourself and include it in your own plugin/theme, and enqueue it from there.