Not sure... I've seen many SJ's who were in the military (Marines, for the most part), an SP who was in the Marines, and an NT (INTP) who's in the Air Force now. I don't see any particular correlation, although the SJ's really enjoy falling back upon their military experience as something of a significant accomplishment in their lives. For some others, eg one NF and another NT I used to know who were in the military (Navy, Army respectively), you'd never know they went except you hear about it in passing conversation.
My ESTP friend doesn't brag about his experience either, he just happily reaps the rewards (GI bill) and pats himself on the back for doing it. He does enjoy relating stories, especially when they relate to the setting (eg talking about sushi he had while stationed in Okinawa, when we're at a japanese restaurant)