JPEG rotation is lossless when possible (unless explicitly turned off), but it's not always possible for certain image dimensions.
If the image needs to be recompressed, you can change the compression amount/quality by editing the rotation buttons on the toolbar and adding the QUALITY argument.
For example, if the command is Image ROTATE=90 HERE REPLACE then you could change it to Image ROTATE=90 HERE REPLACE QUALITY=90
(But if max quality is the aim, and the images can't be rotated losslessly, then converting them to PNG before rotation might be a better idea.)
If you use the Image Conversion command to rotate the images then you can also specify the quality there via the UI. (I think that may then become the default quality for buttons that don't specify one, but I'd have to double check that. Better to specify it anyway, else it could be changed inadvertently.)