Why use jp2000 / jp2 on jpg?

www.thinkwithgoogle.com indicates that my website is slow (loading speed of 3.9sec, yes it's really slow …). To increase the loading speed, it is advisable to use the format "next-gen" for my images, for example: jpeg2000 instead of jpg.
All images (except the logo) on my website are in jpg format. If I try to convert them to jpeg2000, their size does not decrease, they become MUCH GREATER.

For example. An image had 39ko of size in .jpg, after converting it to jpeg2000 exactly the same thing had 261ko o.O So why use jpeg2000 then ??