On Windows 10, the program does not support arithmetic coded JPEG files.
On Windows 11, it does support arithmetic coded JPEG files.
This suggests that the program uses the Windows GDI (Graphics Device Interface) for the JPEG function.
See my latest article JPEG Progress in Windows for more info.
With this approach the JPEG function of the program is dependent on Windows, for good or for bad.
If future Windows 11 36H2 or Windows 12 supports current JPEG 10, you can be lucky. 
(But perhaps JPEG will be even more advanced then.)
I have done a quick test to see if the JPEG rotation performed by the program is lossless.
I am surprised that this seems to be the case, given that
I will check a bit more to confirm and then add it to the lossless apps list.
Visual Basic 6 was very popular during the 1990s, until it was succeeded by Visual Basic .NET (a different animal!) and by VBK (Visual Basic Killer, also known under the name Delphi/Object Pascal).
As can be seen here, it was possible to compile native executable programs with VB6.
The weak point was that components had to be written in other languages.
I know a man who was able to write a complete JPEG codec in a pure VB6 exe program.
I still have that program here and it was important for me, because it is the only independent JPEG arithmetic coding implementation which I could use to compare the function with my own implementation, written in C language.
The fact that both independent implementations proved compatible gave me enough confidence in the correctness of my code.
But writing a complete JPEG codec in pure VB6 is quite an unusual effort.
Normally you would use a component written in another language to encapsulate that functionality.
As said, I will do a bit more testing to confirm the lossless rotation capability of the program.
Regards
Guido