When we write things forwards, we also write them backwards
When you stagger into your apartment, still shaking from the shock, rain dripping from your coat, and your daughter looks up and asks what's wrong, you're already rehearsing the story of minor fender-bender. You explain that when you slammed on the brakes, sliding on the wet roads and getting into a fender-bender, it was actually a miracle. You barely avoided that semi which had just jack-knifed in front of you!
The probable cause of someone saying that your writing jumps around is that there is a feeling that you weren't sure where an idea was taking you until you got there.
Now, if you look up at the two paragraphs above, we just jumped from a disaster to a dry remark about writing. However, they are both thematically bound together by the idea of composing an idea for someone else to understand.
Writing, first and foremost, is riffing on a theme
Obviously, you're making things up when you write fiction, or when you write most anything. At least, you're choosing words and punctuating in the moment. But you are not making everything up out of nothing. Even seat-of-the-pants writers likely have some notion or skeleton forming in their mind before the particular sentences or paragraphs they are currently composing are molded onto that rough frame. And, usually, there isn't really a focus on bridging between individual sentences, or paragraph breaks. You put in a period because you finished saying something. (Not necessarily even a whole idea - but something.)
You put in a new paragraph for emphasis, maybe, or to give visual variety to a wall of text - or hopefully because you completed a larger thought. That might not have been the best place for a paragraph break, come to think of it. But all the smaller thoughts have to flow together into a bigger thought. That is, you start writing towards a destination. A chapter or scene in a novel needs to be logical - to go 'from here to there.' And that destination moves backwards, becoming clearer, meeting you near the end, or someplace before that. Then the whole piece will have coherence, even if you jumped from a car accident to a reflection on narrative unity. In your mind you've written backwards to meet the beginning, as on the paper you wrote forwards.
At least, that's how I write.
(And then I go back to edit for clarity, and to make sure there aren't any weird gaps in my thinking. You shouldn't skip the editing part.)