Propeller slipstream increases the energy of the air stream over the part of the wing over which it flows. This increased energy increases the lift produced by that part of the wing. If one of the engines of a twin prop aircraft fails, the propeller slipstream over one wing will be lost, while that over the other wing will remain unchanged. The wing with the live engine will then be producing more lift than the wing with the dead engine. This uneven lift distribution will produce a tendency for the aircraft to roll towards the dead engine.
The exhaust stream from jet engines does not usually flow over the wings, so there is no significant change in lift when one engine fails on a twin jet aircraft.
Regardless of engine type, there will of course also be a strong tendency for the aircraft to yaw towards the dead engine, due to the loss of thrust from the dead engine.