The Earth does move when you jump, but you are traveling the same speed as the Earth's rotation all the time. It only looks like you're not moving from the perspective of standing on the earth.

If someone in space could watch you jump they would see you move with the Earth before, during, and after the jump.

Not only is the Earth spinning, but it is orbiting the Sun. The Solar system is traveling through space around the galaxy, and our galaxy is moving through space. We are always in motion.

Something else to consider is that we don't sense movement. We sense changes in movement. That's why sitting in a car and sitting on the couch feels the same.

Lastly motion and speed can only be calculated in relation to something else. As an example if you're in a car travel at 50 mph, that means you are traveling at 50mph in relation to your starting position. You are still traveling at roughly 500k mph through space in relation to the Milky way galaxy. You just don't feel it because it's a constant speed.