When Sylvanas uses Mind Control on 1 Viking (Baelog), and another Viking casts the Jump talent, then Erik and Olaf will Jump but Baelog will not. He stays controlled and doesn’t go Invulnerable.
This conflicts with how Jump works against other crowd control. For example, if Stukov casts arm and one Viking stands in it, then using Jump on either other Viking will give Invulnerable to all 3 of them. You can think of it like one Viking giving Cleanse to another. Only if all Vikings were silenced / stunned should Jump be prevented.