Auto Play only plays movement (walk, run, sprint) footsteps, jump and land need to be played by your control component.
E.g. in the Footstepper demo, the RigidbodyFirstPersonController uses the game object's Footstepper component to play the footsteps using the Jump and Land functions.
Or, when you in the future use a player (or whatever else should make footsteps) with animations, you can also handle that via animation events.