I'm not arguing about the quality. But I'm currently working on one game (it was started WAY before SFML first release, so it doesn't use it) and it's a network game and people often want to post screen-shots (their achievements) on the forum. JPEG are the perfect formats for that.
You have to keep in mind, that some of your game fans might not be IT professionals, so to speak. They might not know how to manually convert picture formats and/or shrink images. So a user-friendly way of doing things is to create screen-shots of the appropriate size and format for the web.
One might argue, that PNG is just as good for the web as is JPEG. However, some older Internet browsers have crappy support for PNG, and unfortunately, we have to keep that in mind.