You need to finish running the action. When it asks you to paint on the photo with the mask selected, it explains to click play to resume the action. The message is not a joke. If you do not do this step, you cannot save as a jpg. So, if you are using this action and run into this problem, make sure to finish running it. It will sharpen your photo and then convert back to RGB so you can save it. If you already saved it as a .psd, go to IMAGE – MODE – RGB. Then you can save your photo to a jpg.