He is not really sky diving from space, only from the upper stratosphere which is in Earth's gravitational pull.
earth's gravitational pull extends very far in to space (how do you think we keep the moon in orbit)
the sensation of zero g at the international space station is not because they're out of earth's gravitation pull, it's because they're in freefall around the earth, aka orbit. force of gravity is still at about 90% at a standard space shuttle orbit.
he's definitely not jumping from space anyways, just high up in the atmosphere. not even close to "space" tbh. if he jumped from space he would re-enter and die lol.