Could you please post a screenshot with the Layers Panel visible?
Maybe you have more/other Layers than just the Background Layer – which jpg, as generally known (edit: "generally" referring to image editing professionals), does not support.
But jpg employing destructive compression it should not be the first choice except where it is definitely warranted (the final product or within the final pdf) and no further editing will be necessary.
Even then saving the layered file (as tif, psd or psb) seems advisable.