No, it isn't easy to create a transparent PNG from a JPEG. Due to anti-aliasing you can't just remove the white background from an image without (usually) leaving intermediate pixels at the edges of your objects, producing a white outline if you place the transparent image on a non-white background. The only way to reliably get a transparent image is to export it as such from the original source application directly to a format that supports alpha transparency - which pretty much means PNG these days.

It's trivial to flatten a transparent PNG to produce a JPEG or other format using another application, if necessary. As such I see no particular reason why Inkscape needs a JPEG export option. These days if an application that is supposed to handle raster images can't load a PNG directly I would consider it to be broken. That goes doubly for a DTP program - what happens when you want a vector logo, exported as a bitmap, to be placed over another image? Good luck sorting that one out with a format that doesn't support transparency.

I don't mean to sound harsh, but I didn't want you left with the impression that it's easy to convert a JPEG to a transparent PNG, only to discover it's not once it's too late to do anything about it.

Mark