Cybercriminals often create fake "converter" sites for impossible tasks. If a user uploads a JPG and the site offers a PFX download, the downloaded file could be embedded with malware, trojans, or adware.

If the site asks for a JPG (perhaps of an ID card) and claims to generate a certificate, it may be harvesting personal identification information for identity theft.

Many Certificate Authorities (CAs) now require users to prove their identity by uploading a scanned ID (often a JPG or PDF). However, some older or specific signing processes require the final output to be a .pfx file.