Sounds like, you need to adjust something in your camera settings?? This is what it says according to PC Mag online?.JPE file
An optional extension used for JPEG files. Some Sony cameras have an option for simultaneously recording a low-res file for e-mail attachments that is saved as a .JPE along with the high-res .JPG file. Some Minolta cameras use the .JPE extension for images that contain embedded color profiles, and .JPG for ones that do not. Most image editors treat .JPE files as ordinary JPEGs, while other applications do not recognize the file type at all.
Maybe you have a default setting to save as .jpe in the image-settings? My Camera funny enough, gives me 2 file-types, when I change settings from .raw to .raw_only? (It saves both, the Larger sized file is .raw and the other is .jpe) I just changed my settings to 'Raw_only
' instead of just 'Raw' in the image-format settings? Weird thing all the same, it doesn't happen if I choose to save as .jpg or 'raw_only'!!