This is very easy to do, yet it saves about 30 seconds if done fast enough. You need to press ESC on the level immediately after the last level of The Desert. You'll know that you are on the last level when you get into a helicopter and the backdrop is still desert sand. When you reach the end of the level and the game starts the cutscene after it, press ESC to exit to the main menu, click Play, select "The Jungle" as the chapter, and click Play. Because this chapter is unlocked before the first cutscene plays, you can skip the flying scene, the walk between smoking wreckage, and the capture scene.

Discovered by: GoodnightGirl (confirmed)

Fun fact: the torture scene afterwards has a bug in it where the second dialogue line can be started multiple times by pressing Space