It seems this support was dropped in SageMath itself 6 years ago: https://trac.sagemath.org/ticket/20021
I prefer not to patch any "dependencies" without a very good reason - SageMath is installed from source in a standard way into a system with a bunch of system-packages preinstalled. I am happy to add more system-packages or more pip packages into SageMath install. But fiddling with SageMath source/install files used to cause a bunch of issues and I don't want to return to it.
Given that there were no complaints about jpeg support in 6 years and it is possible to use other formats, I'd say it is a feature. To "fix" it, one can increase build requirements for SageMath and adjust its installation scripts.