If the website does not offer that option, save the file. Then use a program that can convert it the way you want.

Do you mean the file extension changes to .jfif instead of .jpg ?

You can inspect the MIME database key with the registry editor (regedit.exe) and do a search for that MIME type (file extension) via Ctrl+F. Be cautious with editing the registry as there is NO UNDO possible: all changes are applied immediately. You can export key(s) in the registry editor before making changes. You can check specific file extension keys (e.g. .jpg) in the registry with the registry editor.

• HKEY_CLASSES_ROOT\.xxx

You can check a possibly linked MIME type in the MIME Database registry key.

• HKEY_CLASSES_ROOT\MIME\Database\Content Type\

In ancient days, IrfanView users sometimes had a problem with the default extension for JPEG files changing from .jpg to .jpeg or .jfif for mysterious reasons. Not sure whether that programs is still in use and/or still sometimes has that side effect.