I created a new Action called DB to just remove the background, merge to get a white background then save and get the pop up, which is not part of the planned action. All I want to do is save as a jpeg.
Please post a screenshot of your layers panel when the action is played and this Save As window appears.
Also post a screeshot of the action step for Save As fully expanded so that all details are visible.
Check that your Preferences > File Handling is set to Legacy Save As. Or possibly add a flatten image step before saving as JPEG (presuming that the file is 8 BPC with no alpha channels).
Without legacy Save As activated, JPEG requires that your file is flattened to a Background image (no floating layers) and that the file is 8 BPC and has no alpha channels.
I can't reproduce this issue, perhaps you need to reset your preferences (first backing up actions, brushes and other custom presets, just in case they are wiped).
P.S. Best practice is NOT to create custom actions inside the Default Actions set, as they could be lost if a reset is performed.
Always create an action set and save your actions to .atn file as a backup.