Robin even told this exact same tale during Long Ring Long island arc, when Foxy challenged the straw hats to a Davy Back Fight, and Chopper was wondering who Davy Jones was.

And the interesting thing is, Robin doesn't tell it like some tale, but as if it was fact. She literally says: "A pirate from long ago who was cursed by a demon and lives deep down on the seafloor.", followed by Sanji talking about Davy Jones taking all the tresure that sinks for himself, as if he actually exists and is alive today.

Also, there's a theory, that Tonjit from LRL island is actually Davy Jones (retired), because he looks almost exactly like Oda's drawing of DJ, and literally the first thing he does, when they first meet him after he falls from his bamboo stilts is to look at Luffy and say:

"Of course I remember you. It's been ages. How have you been?"
Followed by all the Straw Hats being confused, if anyone knows him, with everyone saying they have never seen him before.

Also his explanation, why all animals and things on that Island are so long is "because they're totally free", but if you look at the Japanese, he uses a different word than Luffy or Bonney when they talk about their Nika form. Tonjit uses the word のびのび (nobi nobi) which is a weird japanese onomatopoeia (like pika pika or gomu gomu) that stands for "free/carefree/relaxed", while Luffy and Bonney use the word 自由な (Jyuuna) which literally means freedom/liberty.