Honestly, he does look like he's from a Demacian noble family. With that level of clothing it's possible. Remember what happened with Fiora? They all have their own sorts of rules and so forth in regards to reclaiming their honor if they are shamed. Perhaps Jihn is one such result of nobility that failed to reclaim said honor, and sets out on a journey to recover it, hence his grand, extravagant play. It's obvious that he's also a talented Marksman so he clearly does have an indication of intellect. It's possible that during his attempt to reclaim what was his, he failed and the result was that he was horribly maimed and lost one of his arms and possibly his lower legs and could have driven him mad, and the only thing on his mind; reclaiming his honor, was warped into making everything 'perfect' and 'beautiful' as a subset of him going nuts.
The technology in his metal arm goes more advanced to what Piltover has, given it's intricate detailing, so I assume his arm is of Zaunite origin. If I go with the theory of Jihn being formerly noble, it's quite plausible that he would have had access to the funding for such a piece of technology, including his weapon. His sniper/revolver from what I think might be a hybrid of Piltover and Zaunite technology, and the rest of his armory is definitely Zaunite in nature.