Black dots around premultiplied jpeg files

When setting "Change Alpha Mode" (in fusion) to premultiplied on a jpeg image a scatter of black dots appears around the image.Why? I am using DaVinci Resolve Studio. I have included a file.

Those look like compression artefacts, so the premultiplication probably hasn't completely worked.
I didn't even know jpegs could hold alphas but that's probably my lack of knowledge.