Two things spring to mind. Firstly return on investment and secondly should the market implode do you want to be typed on a medium size jet that is readily marketable across the world or on a TP.
Also don't sell yourselves short. My first commercial a/c is a jet and I enjoy flying it. I enjoy going up high and flying a relatively long distance at high speed. Its good to be above most of the weather whereas my other colleagues are dodging CB's etc below me. I enjoy having nice long runways and ILS's to play with. Call me risk averse if you like but I enjoy the simple life. Hell I am not afraid to admit that the auto pilot will do a much better job of flying the aircraft than I ever could. I don't particularly miss the hand flying that I would have gotten if I had gone down the TP route. What I do enjoy however, is the higher pay cheque each month to pay off the investment that I have made in my training. Also the job security of knowing that I am typed on an aircraft that if it all turned to custard I could show my wares across most of the world.
Sure take whatever job comes along first (beggers can't be choosers etc etc) but if moving onto a jet is your ultimate goal then I wouldn't leave it as there is already a long queue of people ahead of you with experience from the low cost carriers that will be building hours and trying to get out. In times of limited jobs they will be way ahead of you.