How this works
JPEG doesn't support transparency, so any transparent areas in the source PNG are filled with a solid background colour (white by default) during conversion — this is unavoidable when converting to JPEG, not a setting to adjust away.
Common questions
What happens to transparent parts of my PNG?
They get filled with white (or your chosen background colour) since JPEG has no transparency channel — if you need to keep transparency, convert to WebP instead, which supports it.
Will I lose quality converting PNG to JPG?
Yes, some — JPEG uses lossy compression, so converting introduces some compression artifacts that weren't in the lossless PNG, though at high quality settings the difference is usually hard to see.