To reproduce:
1. Copy a JPEG file and rename the extension to ".jp_"
2. In XnView browser, use Tools » JPEG lossless transformations > Rotate Clockwise
3. Confirm the "Confirm" dialog.


4. Confirm the error message

Note: The special extension ".jp_" causes the conflict during JPEG lossless transformation. So this problem should occur in a test scenario, only. But: Loss of images must be avoided at any rate, so XnView MP should do better, here, i.e. the JPEG lossless transformation my fail but the file shouldn't be deleted.