Rashi (Bereishis 25:22) quotes the Midrash:
ויתרוצצו. עַ"כָּ הַמִּקְרָא הַזֶּה אוֹמֵר דָּרְשֵׁנִי, שֶׁסָּתַם מַה הִיא רְצִיצָה זוֹ וְכָתַב אִם כֵּן לָמָּה זֶּה אָנֹכִי? רַבּוֹתֵינוּ דְּרָשׁוּהוּ לְשׁוֹן רִיצָה; כְּשֶׁהָיְתָה עוֹבֶרֶת עַל פִּתְחֵי תּוֹרָה שֶׁל שֵׁם וָעֵבֶר יַעֲקֹב רָץ וּמְפַרְכֵּס לָצֵאת, עוֹבֶרֶת עַל פֶּתַח עֲבוֹדַת אֱלִילִים, עֵשָׂו מְפַרְכֵּס לָצֵאת. דָּבָר אַחֵר מִתְרוֹצְצִים זֶה עִם זֶה וּמְרִיבִים בְּנַחֲלַת שְׁנֵי עוֹלָמוֹת. ויתרצצו AND [THE CHILDREN] STRUGGLED — You must admit that this verse calls for a Midrashic interpretation since it leaves unexplained what this struggling was about and it states that she exclaimed “If it be so, wherefore did I desire this” (i.e. she asked whether this was the normal course of child-bearing, feeling that something extraordinary was happening). Our Rabbis explain that the word ויתרוצצו has the meaning of running, moving quickly: whenever she passed by the doors of the Torah (i. e. the Yeshiva of Shem and Ever) Jacob moved convulsively in his efforts to come to birth, but whenever she passed by the gate of a pagan temple Esau moved convulsively in his efforts to come to birth (Bereishis Rabbah 63:6).
It is more understandable why Esav had an inborn nature to run after avodah zarah while in the womb (though is worth it's own separate question), but why would Yaakov Avinu rather learn in the Yeshiva with Shem and Ever than with his angel? I would have thought an angel specifically sent by Hashem to teach you Torah would be better than any human teacher who might not know the answer to every question, have unlimited patience, etc. (I've heard the answer about not wanting to be Esav's chavrusah, but I haven't found that source.)