It's been discussed many times already.
Because the backgrounds in room files are all compressed by some lossless scheme, no matter what format of images you're using for import the resulting file size of the room is still the same. So there're no advantage in using JPEG at the time being, and moreover JPEG compression is lossy (unless of course the room files can also store lossily native JPEG compressed images as bg, which is not implemented at the moment).
So using different image formats only affect your working files not the resultant filesize. If you're really low on HDD space, just save your working files as PCXs and PNGs.
Because the backgrounds in room files are all compressed by some lossless scheme, no matter what format of images you're using for import the resulting file size of the room is still the same. So there're no advantage in using JPEG at the time being, and moreover JPEG compression is lossy (unless of course the room files can also store lossily native JPEG compressed images as bg, which is not implemented at the moment).
So using different image formats only affect your working files not the resultant filesize. If you're really low on HDD space, just save your working files as PCXs and PNGs.