Bit obvious this one.
The reason why you are a few feet further back when you jump off the roof is because the air resistance against you slows you down relative to the train, (The train is using power to over come the air resistance, anongst other things).
Inside the carriage the air is travelling at the same speed as the train, hence no air resistance when you jump, ergo you land in the same spot as you jumped from, especially if you were hanging onto the back of the seats at the time.
Another one: how many wheels are driven in a 2 or 4WD vehicle?
or:
explain how an unpowered spacecraft can orbit the earth.
or:
how come people are weightless in a falling aircraft.