JPG does not support transparency – RGBA means Red, Green, Blue, Alpha – Alpha is transparency.
You need to discard the Alpha Channel or save as something that supports transparency – like PNG.
The Image class has a method convert which can be used to convert RGBA to RGB – after that you will be able to save as JPG.
Have a look here: the image class doku
im = Image.open("audacious.png")
rgb_im = im.convert('RGB')
rgb_im.save('audacious.jpg')
Adapted from dm2013’s answer to Convert png to jpeg using Pillow