isn't implemented per default in XNA is because XNA is a framework, not an engine. It only provides the base to you.
a person running around smoothly and jumping in a 3d world
Apart from that there are many different ways to implement an environment and the way of implementing the feature depends on the way your terrain works.
I think in Unity it is implemented in the first-person-camera-asset, isn't it?
P.S.: You don't have to quote my full post, especially not when it is just above your answer.