I wonder if you have Windows Explorer set to hide extensions for known file types. While I've not tried this, I can see the .jpg extension disappearing once the file was on your PC and being viewed by Explorer rather than your browser.
The origin of the JPGs was 'save-as' from the WEB, and they had peculiar names which included 'jpg' in the name, as well as in the extension; also '16-character-code' names (in {...} ?)

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