Jay-Z says he and Beyonce sitting through the "Star Spangled Banner" at the Super Bowl was absolutely NOT a protest of any sort ... it was simply 2 moguls hard at work. Jay was at Columbia University Tuesday and addressed the video TMZ Sports first posted Sunday ... showing Jay, Bey and Blue Ivy seated as Demi Lovato belted out the National Anthem. A Columbia professor asked him if he remained seated to "convey a signal," and Jay quickly replied, "It actually wasn't. Sorry."