Granted, the movie doesn't make him seem like he's very smart, but we also see the depiction of another apparently more clever jumper, Griffin.
Now, jumping to the International Space Station doesn't do you much good when you just want some cash, but later in the movie they're trying to escape and evade a secret society hellbent on murdering them. And since they can bring (some) mass with them, why not jump to the surface of the moon? Bring a space suit or even a small airtight compartment. The ISS (previously mentioned) could really confuse things. For that matter, what prevents you from jumping to an altitude of 14,000 ft up on the other side of the planet? After you've gained some velocity, jump to the opposite side (same altitude) and you'll initially be propelled upwards and you just jump one more time as you reach the apogee. You're essentially momentum-less and can jump safely back to where ever... surely if villainous non-jumpers are following you through the first wormhole but not the latter this is going to screw them up big-time.
I'm sure others could come up with schemes even more clever than those I've listed here and I'm not asking for others to add to them. I merely give them as examples of things that might have been possible. With that in mind, was there some subtle limit to what he could do implied in the movie that I somehow just managed to miss?