FWIW: In my case ALL the AF v1.7.x "quick edit" extensions (i.e., Haze Removal, Monochrome, Retouch, Miniature, etc.) DO function and save to the .jpg file as expected in macOS Catalina Photos. Only the "Edit in Affinity Photo" OR "Luminary 3" (i.e., the actual applications) do NOT safe edits back to the .jpg file in Photos.
Was wondering if this had something to do the the new Privacy Settings in the System Prefs Security & Privacy module, but all relevant items seem to be checked to authorize access.