Belrix, if we’re expressing things in the frame that rotates with the station, then there is a force pulling you back down. This arises from the fact that we’re doing our calculation in a non-inertial frame.
If you want to understand where this force comes from in the context of an inertial frame (say, the center of mass frame of the station), then consider this:
Suppose we’re standing still on the floor of the station, and facing against the direction of the station’s rotation. This means that we actually have a velocity directed towards our back, as the station pulls us along with it. So when we jump straight up off the floor, we continue to move backwards until we hit the floor of the station behind us. Of course, the station continued to rotate underneath us, so relative to the station it looks like we went straight up and down. It’s with reference to the intertial frame that I saw we have a velocity towards our back.
If we pick up some speed running against the station’s rotation before jumping, then our backwards velocity (in the inertial frame) is reduced to a smaller amount. But we still move backwards when we jump and slam into the floor. The difference is the station has now rotated more than us, so that relative to the station it seems like we jumped forward and fell to the floor.
If we pick up even more speed before jumping, so that we have zero velocity in the inertial frame (this is what you suggested above), then when we jump we don’t have any backwards velocity to slam us into the floor. (In priniciple I suppose we would have to worry about crashing into the ceiling, but I think it would be possible in principle to just kind of tuck our legs without giving us an upward velocity, so we’re floating in place.) Now, we’re floating in place relative to the inertial frame, but the station continues to rotate beneath us, so relative to the station it seems like we made a jump that covers infinite distance. Note that this isn’t some magical property of rotating space stations. In fact, you can make an infinite jump on Earth too if you can get going fast enough. This is just what it means to go into orbit. The advantage of the station is it has the same effective gravity at a smaller radius, which makes the speed you need to achieve less. [v = sqrt(R g) ]
Now, all this is neglecting air resistance. The air won’t be at rest relative to the inertial frame – rather, drag forces will cause the air to pick up velocity from the station’s rotation. So, in the inertial frame we’ll feel a backwards wind, which does give us a backwards velocity that causes us to hit the floor. (In the station’s frame, we can see it as us jumping forward and being slowed by air resistance).
As long as we don’t mess up our calculations, we should get the same effect whether we treat the station as stationary and add the appropriate centrifugal force, or whether we treat the center-off-mass frame as stationary and say “there is no centrifugal force.”