Jon was relieved that he wouldn't be bound to only wear women's clothing for the rest of his life. All he had to do was move out of the stone's range. But was it worth it to give up all this power just for some clothes?
After some careful thought, Jon decided that it wasn't. Maybe if he had turned into a girl, instead of just dressing like one, it might have been worth it. But he was only forced to wear girl's clothes in public. He could still wear boy's clothing sometimes. He'd be viewed as strange, but there was nothing stopping him from doing it.
And even though there was no way to reverse his wish, perhaps there was a way to amend it. And he could only do that if he had the stone.
No, it was better to keep the stone.