Paths in JPG exist in other software, too. Serif Affinity Photo and -Designer know them. In Affinity Photo one can have masks to hide parts of the image. For example one active vector path mask for background removal and a few disabled masks for optional hiding or selecting later some important parts.
When saving as JPG the dialog allows to convert masks to paths. That makes a JPG, which in Photoshop has paths in the Paths panel. In Photoshop those paths are inactive, one must manually take them into use.
When opened in Affinity Photo, active masks work and hide parts from the image, you see the transparency checkerboard. Disabled masks can be enabled and hide more. Masks can be released, which makes them editable path layers.
Obviously there's no common agreement how JPG extensions should work.
In your other question of "Arithmetic coded JPG" we met another extension. Serif Affinity series opens it but as opened it's like an ordinary JPG.
IrfanWiew says about it: "This is not JPG, but a WEBP image - do I change filename extension from JPG to WEBP?" IW opens it like a JPG.
I haven't seen nor tested a way
- to save WEBPs and
- to see, if there's transparency.