The same physics applies for gear changes once you are on the move, except in this case both 'marbles' are moving, but at different speeds.

In general, the gear ratios get closer together the further you go up the gearbox, so you'd expect to get less of a jolt shifting from (say) 4th to 5th than 2nd to 3rd.

However it's complicated by the fact the gear ratios may be a bit irregular, and that some gear shifts involve moving multiple gears on different shafts in the gearbox. So short of taking your gearbox apart and measuring it, I can't really say why some shifts are better than others!