There isn’t any Linux system distributed with development software for all of its libraries…at most you’ll get headers for kernel compile. You just have to “sudo apt-get install libjpeg-dev” (embedded systems install even less by default than a desktop, but not many people develop with libjpeg even on a desktop, so all it would do is waste disk space…however, installing a package needing libjpeg-dev might also install this as a dependency when setting up other software builds, so something else you added on the PC may have added this).