Bonk it Up!

Everyone else breaks free and adopts a new identity while he just adopts the one everyone else puts on him

I wonder if Ryuji is jealous of the others

Thank you for the ask! But I do have to give my two cents that honestly? I don't think there's any identity that he'd rather have as a Phantom Thief.

Ryuji loves being Skull. He loves having a Persona. He loves his identity so much that it bleeds so achingly deep into his character and his arc. One can argue it's more than any other member of the cast. With the debatable option of perhaps Joker himself.

Ryuji had nothing to pour his heart into, and no reason to continue forward in life, just getting by, after he lost track. So once he gains Skull, he adores and embraces it with all his heart.

Ryuji takes his label as a delinquent and reforms it into something flashy, something badass, something him. He's a punk hero, a crass and explosive vigilante thief who can pack a punch like nobody's business.

And all Ryuji ever wants is to be able to be himself without being put down by the world. When he says talking to Joker makes him feel free, he means that he doesn't feel like he has to hold himself back around him. Like he can be who he truly is, without someone to scold him for it. It makes him feel like he belongs. Like he doesn't have anything he's supposed to dumb down, or hide, or condemn.

Skull is him saying, yeah I'm loud. Yeah I'm passionate. Yeah I'm crass, and emotional, and I stand out; I don't conform, I am the inconvenience, and for once in my life, that's cool. That's good. Skull represents the side of Ryuji's personal feelings about others' perception of him that is positive, and makes him better.