Launching from the (nonexistent) surface of Jupiter would be the comparison. From a low orbit of Jupiter you need a lot of delta v to escape, but you don't need extremely high thrust as would be needed to get in to orbit in the first place from the surface of a body. You could use a very efficient thruster over a long period of time which is a lot easier to design for.

So along this same line the PSP Parker Solar Probe is exploring our gravity well in the other direction, and in some ways will be more gone forever than voyagers.

I think the Jovian Moon Io is very low, look up an eclipse photo from Juno; it would be key to exploring low Jovian orbit, just like Venus kicks PSP and Jupiter kicked Voyagers.

If that were true, it would be impossible to leave the solar system, since everything is currently in the Sun's gravity well, and the Sun is larger than Jupiter. But we have sent probes outside the solar system (did they fully leave the Sun's gravity well yet though? Not sure)

But we didn't send the probes from the Sun.

Plus I don't think it got its velocity from Earth, but by using gravity assists to steal momentum from other planets (which, if you don't know how that works, do yourself a favor and read the wikipedia page, it's pretty great).

Remember that we’re already orbiting the sun though. A lot of the hard work is already done.

The premise is about current chemical propellants and structural components. If you build a rocket out of nanotubes with nuclear propulsion you could go wherever you want from anywhere else. Except black holes.

You have to have high thrust to get out of the dragging atmosphere.

Sure, we could orbit Jupiter and get back out. But if we ever descended to the "surface" we couldn't climb back out.

Voyager 1/2 and New Horizons are at escape velocity and leaving the solar system.