That recent PS change has annoyed me. I'm old, and changes to my workflow tend to do that.

I used to be able to Save As and pick jpg as one of the choices. Now to save as a jpg I use Export. There is a Quick Export as PNG command (under the File menu) which is a quick way to export an image but it gives you a png rather than a jpg. Can be useful occasionally but I usually want a jpg.

For jpg I have occasionally been using File => Export => Export As, which brings up a dialog that allows you to save a lot of formats, jpg among them. I have been thinking of recording an action to do that but haven't gotten around to trying it yet. The only problem with that approach is that it's a two-step process that results in a save dialog that Save as Copy goes to directly. The advantage of Export As is that it allows you to adjust other parameters such as image size or scaling.

Save as Copy is easiest.