Let me sketch an idea why there are not enough Jacobians. At some points I have asked for references/proofs in []. Please help me to fill this gaps.
Let $X/k$ be a connected proper variety. We want to show that for $\dim{X} > 0$ not every Abelian scheme over $X$ is a quotient of a Jacobian of a (smooth proper) relative curve over $X$.
Motivation: Every smooth proper relative curve of genus $1$ over $X$ is isoconstant: After suitable base change with $K/k$ finite one can assume that $X$ has a $k$-rational point and level-$n$-structure with $n \geq 3$. But then $\mathcal{M}_{1,n}$ is a fine moduli space and affine, so every morphism $X \to \mathcal{M}_{1,n}$ is constant.
Now we generalise this to smooth proper relative curves of higher genusEdit:
The complement of $\mathcal{M}_{g,n}$ in the proper compactified moduli stack $\bar{\mathcal{M}}_{g,n}$ is a normal crossing divisor [reference?], and hence [is this true?] $\mathcal{M}_{g,n}$ is affine [what does this mean for a stack?]. Hence every smooth proper relative curve $\mathcal{C}/X$ is constant [is this true?].
Since $\mathrm{Pic}$ commutes with base change, every Jacobian of such a curve $\mathcal{C}/X$ is iso-constant. Hence also every quotient of a Jacobian of such a curve is iso-constant [is this true?]. But there are smooth proper subvarieties of $\mathcal{A}_{g,d,n}$ of dimension $> 0$ [is this true?] Didn't work out as hoped.