Hi, I dont think Gallery app allows you to convert HEIC to JPG ( unless you edit and save each photo as a copy).
A simple Google search lists apps that can convert HEIC images to JPG. I have not used any, so cannot comment. I also came across one from Microsoft for Windows.
Hope this helps.
There used to be an auto convert HEIC to JPEG for sharing in the Gallery Settings but it was removed https://videoconverter.wondershare.com/convert/heic-to-jpg-on-samsung.html
Some Android options here https://www.mobikin.com/heic/convert-heic-to-jpg-on-android.html
I do not work for Samsung or make Samsung Products but provide independent advice and valuable contributions.
My Device- S21 Ultra 5G ( SM-998B/DS ) CSC= BTU , 12GB/256GB
One Ui 5.0,Android 13 .