Use an airplane as a better example.

You'd think that, since the airplane is travelling at hundreds of miles per hour, if you jumped suddenly, you'd no longer be "in contact" with the airplane, and would thus no longer be travelling at hundreds of miles an hour. You might expect to be splattered over the rear galley or something as the airplane speeds on without you.

It doesn't happen because you're still travelling at hundreds of miles an hour - the same speed as the airplane, in fact - when you jump up from the floor of the airplane. It's the same reason that you don't move if you jump on a train.

If you were in a falling lift, some people think that if they jumped at the last second, they might save themselves from being crushed to death. In a similar way, this doesn't happen because they have been falling at the same speed as the lift for the past several storeys, and would end up as goo anyway.

But if you really want to wreck your head?

What if there was a fly on an airplane? Why is the fly theoretically able to fly around inside the airplane from take-off to touchdown and never end up splattered all over the wall?