air inside the train car moves with the train car, air outside the train car does not.

if you're standing on the roof, you've got some friction to hold you in place against the air rushing past. jumping while on top of the roof causes all that rushing air to smash into you totally unimpeded, pushing you back

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

Wow, that explains a lot thanks.

An alternative to the current answers;

If you are not moving when you jump down onto the moving train, it will be passing under you at whatever speed it is going. You are at a standstill, and the train is not.

But when you jump while on a train, you are already moving at the same speed as the train. If the train stopped immediately, but you weren’t strapped in, your body would continue to travel at that speed.

Now if you jumped straight up from the roof of the subway (assuming height clearance) you might assume you should land on the same spot since you are traveling the same speed as the train. But the air resistance might mean you land a little farther behind where you jumped since the train is still moving, but you are suspended in the air (creating drag for you to slow down slightly more than the train).

Another common example used to explain this is people playing catch on a long moving bus. When the ball is thrown forward (the direction the bus is moving) the ball will be going faster than the train, but to the people throwing it, it doesn’t seem like it’s going as fast because they are moving with it. But someone not on the bus standing still would see the ball moving much faster.

Thanks for the explanation 👍🏻

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No, of course not. Authorities won't allow me 😂,

and again, no, that wasn't because of the movies, i had this in my mind whenever i came back home with subways.

But thank you for your time and the explanation.

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Yep. If hypothetically you had a train on the surface of the moon (not a complete vacuum, but close enough) then it wouldn't matter if you were on top of the train or inside of it, because there would be no air resistance to slow you down.

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