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JFIF was written by Eric Hamilton at C-Cube Microsystems in 1992, and it answered a question the JPEG standard had left open. JPEG described how to compress an image, not how to write one to disk: nothing said where the compressed data began, at what resolution it was meant to be shown, or how a program should recognise the file at all. JFIF supplied that wrapper — an APP0 marker carrying the version, the pixel density and an optional thumbnail — and it became the convention everything followed.
That is why a .jfif file and a .jpg file are usually the same thing. Cameras and editors write JPEG data inside either a JFIF or an Exif header, both are read by the same decoders, and the extension is the only part that differs. Files arrive with the .jfif spelling mostly from Windows, where a registry entry can make a browser save pictures that way — which is how somebody ends up with a folder of images their photo editor refuses to open.
Nothing is wrong with those files. The picture inside is an ordinary JPEG, and software that rejects the extension will open the identical image once it carries .jpg or .png. Converting is the shortest way through: the same photograph, in a wrapper every program recognises.
Converting one is decoding the JPEG inside and writing it out again. PNG keeps every pixel exactly as it was, which is the safe choice when the picture will be edited further; JPEG is the smaller result and re-compresses the image, so the quality setting decides how much detail is spent. A .jfif that is only awkward because of its name loses nothing either way at high quality.