High school physics....
To keep the jet aircraft moving at a constant velocity, you need a force which balances the drag force.
That force is obtained from the engine exhaust.
F = Ma
That is, the force (thrust) developed by the engine depends on the mass of air it accelerates, and the size of that acceleration.
The force generated by the engine is in the forwards direction, so the acceleration of the air must be in the reverse direction.
So the air coming out of the back of the engine is moving faster than the air coming in the front.
Relative to the engine, the speed of the air coming in the front is the aircraft's airspeed; so the air going out the back has been accelerated relative to that velocity; so the air coming out of the engine is moving faster than the aircraft's forward speed.
For a rocket, the situation is completely different - you're just throwing mass out of the back to generate the force, and you don't care about its velocity (because it's starting velocity in the rocket's frame was zero, so any non-zero exit velocity means that the gases have been accelerated, meaning a forward thrust has been generated).
Not hard to understand, surely?