I've had problems with Windows 10 and my pes files too, so I am continuing to use my laptop which still has Windows 7 and works very well with both Ped Basic card and a USB. For now I'm taking the easy way out so I don't have to learn something new.
My Windows 10 has no problem reading Jef files.
Check how you have the system is set up to display file names. You can display names without the extension of ".jef"
If you had "flower.jef.jef" that would not copy. Same as "document.doc.doc" would not copy.
So have a look to see how other file names are displaying to see if the file extension should be in the view or not.
When I changed to Windows 10 I had no problems with my embroidery designs and putting them on disc or usb stick depending on which machine I use. I use pes so hopefully someone will come along who uses jef