When you take a preview snapshot during the preview mode the image is exported as a .png even though the program only supports .jpg and .jpeg so I would recommend changing it so the program exports the image in the correct format to remove extra work.

Limitation of the Gamemaker engine, it is not a bug.

I'll consider making it so the program can convert PNG files to JPEGs, but I'll have to write my own converter, which will require me to learn how JPEG files work lol.