[Franklin]

Are you using PP as a plugin, or stand-alone product? I am on a Mac, and have not had that problem. But when I know I am going to work on a photo where I'll want to change the background, I go into PP as a stand-alone program, save several 'sessions' so I can go back in and make adjustments later - and also have no problem saving as a jpeg - it's right there in the same drop down menu where 'save session' is - save as 'tiff/jpeg' etc.

before and after sample