I saw the same message from Visio 2010 saving Visio drawing with 2.45 MB jpg image as svg or svgz.
Visio2013 Preview version has no problem.
It may be a bag in Visio 2010.
Please examine other version of Visio such as Viso 2007 or Visio 2013 or,,,.
By the way what is your profit to save the jpg image as SVG?
The file size of svg saved in such a way is more than 4 times of jpg file.