There are a number of reasons why you might not be able to save a JPEG in Photoshop. The most common reason is that the file format is not supported. If you're using an older version of Photoshop, it may not support the JPEG file format. Another possibility is that the file has been corrupted or damaged.
As of this month's 22.4 update for Photoshop on macOS, the Save As command is no longer able to save in non-layered formats such as JPEG and PNG. To do that, you'll now have to select a different option, Save a Copy. (If you're new to Photoshop, check out the best Creative Cloud deals).