Both cases are actually the same (well, not exactly, let me explain.) Regardless of where you are on the train, you're still moving horizontally at the speed the train is moving, and you don't immediately lose that momentum just because you jump. When you're inside the train you aren't actually landing right where you were, but with respect to the ground, you're traveling in an arc, and it just seems like you landed where you were because the train and you have the same horizontal speed. Things are the same on top of the train except you now have wind resistance to worry about, which can and will push back on (cancelling some of your horizontal speed with respect to the ground) you even while you are standing on the roof of the train. So you can in theory get the result where the train passes quickly under you, but it's the result of the difference between your horizontal momentum and the air resistance pushing back against you, and not caused simply by jumping