RAW files automatically converts to JPEG when I try to move them

I was trying to move my RAW files from the "Photos" App to my external SSD, but I can't copy them (command+C or simply clicking on the mouse). So the only thing I can do is to drag the RAW files from the "Photos" app to the external SSD app, but the problem is that they convert automatically to JPEG.

I have a Fujifilm X-T4 and my RAWs are NOT compressed so I can't really understand why this is happening and why I'm struggling so much to figure out the solution.