On File > Export > Export it does not allow* extension change, here is a screenshot
- I just tried to reproduce this behavior, but I couldn’t. The only thing I did is save “Untitled.jpg” and from that moment, the “jpg” extension was remembered.
On File > Export > Web Export it allows and remembers it if the current open file name extension is jpg.
Why don’t you make the same on “Save” and “Save As…”?