.jfif seems to be the image format of choice of some social media platforms. If you download a .jfif image, and convert it to .jpeg, is any quality lost from the file format conversion?
A JFIF already is a JPEG.
Strictly speaking, JPEG is only the encoding for the image data in the file, and JFIF is file format itself - it's an acronym for JPEG File Interchange Format.
If you were to use an image editor to "convert" JFIF to JPG, there would be some quality loss because you'd be recompressing an already compressed image. If you need your JFIF to be a JPG, just change the extension from .jfif to .jpg in your file manager.