Studies indicate strong evidence of a scaling relation in the local Universe between the supermassive black hole mass M_BH and the stellar mass of their host galaxies M*. They even show similar histories across cosmic times of their differential terms: star formation rate (SFR) and black hole accretion rate (BHAR). However, a clear picture of this coevolution is far from being understood. We select an X-ray sample of active galactic nuclei (AGN) up to z=2.5 in the miniJPAS footprint. Their X-ray to infrared spectral energy distributions (SEDs) have been modeled with CIGALE, constraining the emission to 68 bands. For a final sample of 308 galaxies, we derive their physical properties (e.g., M*, SFR, SFH, and L_AGN). We also fit their optical spectra for a subsample of 113 sources to estimate the M_BH. We calculate the BHAR depending on two radiative efficiency regimes. We find that the Eddington ratios have 0.6 dex of difference, and a KS-test indicates that they come from different distributions. We also model three evolution scenarios to recover the integral properties at z=0. Using the SFR and BHAR, we show a notable diminution in the scattering between M_BH-M*. For the last scenario, we consider the SFH and a simple energy budget for the AGN accretion, obtaining a relation similar to the local Universe. Our study covers ~1 deg^2 in the sky and is sensitive to biases in luminosity. Nevertheless, we show that, for bright sources, the link between SFR and BHAR, and their decoupling based on an energy limit is the key that leads to the local M_BH-M* scaling relation. (Abridged).