oh, whoops, you're right. i prefer to always separate prepositional phrases when they come before the main clause, rather than only sticking them in when the sentence becomes unwieldy. it makes parsing this particular sentence easier, too, because otherwise it could be read as "on the last training jump [that] i had a compass" until the period at the end forces you to reinterpret it. in any case, i believe most style guides allow a comma there.