Hi steenrocks,
Based on your description, you might want to check out the text below to see if it helps you with downloading your photos as JPEG: Upload and download photos using iCloud.com - Apple Support
"Download photos and videos
1) In Photos on iCloud.com, select the photos or videos you want to download, or double-click a single photo or video.
2) To download them quickly, click
.
Photos and videos are downloaded in the most compatible format for the device you’re currently using.
3) To choose another download option, click
, click More Download Options, then click
next to any of the following:
- Unmodified Originals: Photos and videos are downloaded in the same file format that was originally captured or imported and don’t include any edits.
- Highest Resolution: Photos and videos are downloaded at the highest quality available for your device (HEIC or H.265 if available).
- Most Compatible: When possible, photos are JPEG and videos are MP4/H.264 to be compatible with various devices."
Take care.