2 things here to consider: air resistance and velocity of the air relative to the train.
In the train, the air moves with the same velocity as the train, so no air resistance. This means, if you jump, you land on the same spot.
On the roof, the air does not move with the train, so there is a relative velocity in the opposite direction of the moving train. so if you jump, air resistance will cause you to be moved, so you land more to the back of the train.
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