How to open DNG file in PSE2021 to convert to JPG

Forget about 'saving' as DNG. What you are doing is to 'convert' the proprietary Fuji raw file to the universal DNG raw format. What you want to do is to click on the 'Open' button in camera raw to bring the converted raw data into the normal pixel editor from which you can save or print your edits in your preferred formats.

Just keep in mind that jpeg does not support 16 bits editing, so set the bottom menu to 16 bits in Camera Raw or convert the file in 8 bits from the editor. Image >> mode.