JPG will add artifacts to a varying degree based on the amount of compression. The more compression, the more artifacts.
If you want to export in a format that has some compression, but has no visible artifacts at all, use PNG. It's a lossless compression.
With ArtRage we've tried to avoid exposing settings and controls as much as possible. The compression we've chosen for JPG is fairly high, but doesn't give too much visible artifacting. If you're an advanced enough user to want different compression settings on ArtRage, we think it's likely you have other packages that can do the compression for you.
Export the ArtRage painting as a .png, load that into another program and export it from there as a .jpg with whatever compression you like.
AndyRage's mantra for graphics engine code:
"Sure - how hard can it be?"