Harutz, you're in Mass. Check out Mass. General Laws Part I, Title XIV, Chap. 85, Section 11B. You can be fined for this.

The important part is "shall be subject to the traffic laws and regulations of the commonwealth" within the first sentence.

Jaywalking is illegal in most places. Some states have made cell phone use illegal while driving. In Mass. cyclists who run red lights are also breaking the law. It would be nice to pick and choose which laws you think should apply to yourself.