A question I ask myself:

As to "why" it is a problem of being "good enough"
And - LB definitely has less problem - it could use DLLs, and there are DLLs to convert other formats.

As to difficulty
doing it all pixel by pixel in JB/LB is rather pointless because
1) it would be damn slow
2) BMP is really simple, but other formats use math noone ported to JB/LB yet
(but I have somewhere native GIF decoder ib JB, by AndyAmaya I recon)
3) wheel is already invented

I found this little command line converter in JB archive

And I pretty sure it just has single Windows API call inside ("wheel is already invented", you see?)

So you could save some space distributing your program.
But to actually *use* these pictures you'll need them as BMP anyway.

it would be really priceless if it coud be scripted from the command line.
Like, "I want this piece (top, left, width, height) from the middle of that big PNG with character sheets, saved as BMP and with mask added"

Oh wait. It is already here and is called ImageMagick.
(Well may be without mask part though I'm not sure)

Only problem it is not installed by default.

.bmp is a pixel perfect, native screen format, Just BASIC has to support .bmp. Then there is a slew of other formats, gif, png, pic, raw, jpg, tiff, heic. Where to start where to stop? Sensibly at .bmp?

Nor is there a way with the "Screen saver" which is somewhere on the forum, to measure the image (".jpg" or other), to put it in memory (not visible) and to re-import it in ".bmp" ?

I found this (to put in a folder):

 nomainwin
   leftX = 1: leftY = 1
   rightX = DisplayWidth: rightY = DisplayHeight

   call screenShot 1,1,DisplayWidth,DisplayHeight
   bmpsave "Snapshot", "screenshot.bmp"
   notice, "snapshot is in the folder"

 Sub screenShot xOrgSrc,yOrgSrc,xExtent,yExtent                  'x and y OrgSrc is the upperleft corner where our bitmap starts
   hdcScr=createDC("DISPLAY",null$(1),null$(1),null$(1))       'we create a device context for the screen
   hdcCom=createCompatibleDC(hdcScr)                           'then we create a compatible device context
   hbmScr=createCompatibleBitmap(hdcScr,xExtent,yExtent)       'then we need a compatible bitmap
   hmemBmp=selectObject(hdcCom,hbmScr)                         'now we select the bitmap into the device context
   Call bitBlt hdcCom,0,0,xExtent,yExtent,hdcScr,xOrgSrc,yOrgSrc,_SRCCOPY      'here we copy the screen bit by bit into the device context
   hdcScr=selectObject(hdcCom,hmemBmp)                         'we have to release the bitmap to use it in LB
   LoadBmp "Snapshot", hdcScr                  'load the bitmap into LB
   Call deleteObject hmemBmp               'release resources to prepare for the next shot
   Call deleteDC hdcScr
   Call deleteDC hdcCom
 End Sub
 Sub bitBlt hDestDC,x,y,nWidth,nHeight,hSrcDC,xSrc,ySrc,dwRop
   CallDLL #gdi32,"BitBlt",_
       hDestDC As ulong,_               'destination dc for the bit transfer
       x As long,_                     'x coordinate for upper left corner of destination
       y As long,_                     'y coordinate for upper left corner of destination
       nWidth As long,_                'width of both source and destination
       nHeight As long,_               'height of both source and destination
       hSrcDC As ulong,_                'source dc for the bit transfer
       xSrc As long,_                  'x coordinate to begin bit transfer from source
       ySrc As long,_                  'y coordinate to begin bit transfer from source'
       dwRop As long,_                 'type of transfer (source copy, merge, etc.)
       ret As long
 End Sub
 Function createCompatibleBitmap(hdc,nWidth,nHeight)
   CallDLL #gdi32,"CreateCompatibleBitmap",_
       hdc As ulong,_                           'the handle to the compatible DC
       nWidth As long,_                        'width of the bitmap
       nHeight As long,_                       'height of the bitmap
       createCompatibleBitmap As ulong          'the functions return is the handle to the compatible bitmap
 End Function
 Function selectObject(hdc,hObject)
   CallDLL #gdi32,"SelectObject",_
       hdc As ulong,_               'handle of the compatible DC to select the compatible bitmap into
       hObject As ulong,_           'handle of the compatible bitmap to select, or the handle to the selected bitmap to release
       selectObject As ulong
 End Function
 Function createDC(lpDriverName$,lpDeviceName$,lpOutput$,lpInitData$)    'DC = device context
   CallDLL #gdi32, "CreateDCA",_
       lpDriverName$ As ptr,_          'this is the only parameter we use here, the rest are passed as null strings
       lpDeviceName$ As ptr,_
       lpOutput$ As ptr,_
       lpInitData$ As ptr,_
       createDC As ulong                'this function returns the handle to the display DC that is created
 End Function
 Function createCompatibleDC(hdc)
   CallDLL #gdi32,"CreateCompatibleDC",_
       hdc As ulong,_                       'this is the handle to our display device context
       createCompatibleDC As ulong          'this function returns the handle of the compatible DC that is created
 End Function
 Sub SetBkMode hDC, flag
    '1=transparent
    '2=opaque
    CallDLL #gdi32, "SetBkMode",hDC As ulong,_
    flag As long, RESULT As long
 End Sub
 Function GetDC(hWnd)
    CallDLL #user32, "GetDC",hWnd As ulong,_
    GetDC As ulong
 End Function
 Sub ReleaseDC hWnd, hDC
    CallDLL#user32,"ReleaseDC",hWnd As ulong,_
    hDC As ulong,result As long
 End Sub
 Sub deleteObject hObject
   CallDLL #gdi32,"DeleteObject",_
       hObject As ulong,_               'delete the selected object to free up resources
       ret As long
 End Sub
 Sub deleteDC hdc
   CallDLL #gdi32,"DeleteDC",_
       hdc As ulong,_                   'handle to dc used to free up resources when dc is no longer needed
       ret As long
 End Sub

But how to load a non ".bmp" image into memory?
And then the management of the dll seems very difficult to me.
Where can I find a dll course?