I'm not aware of any photo editing software that can export 12bit JPEG (although to be fair I don't know many), I am aware though that JPEG 2000 supports 12bit color and that JPEG XT supports up to 16bit color, perhaps that's whats causing the confusion?
The archetypal libjpeg has supported 12-bit for a long time, but it's a been a compile-time option, so an application (or distro package) had to choose which bit-depth to support.