The IPP IJL sample is demostrate how to implement Intel JPEG Library API with new Intel Integrated Performance Primitives library. That old API has some limitations, we do not plan to extend it in future. I'd rather recommend you to take a look on IPP JPEG codec which is part of JPEGView sample.
This codec is implemented as a C++ class, available in source code and supports some new features which is not implemented in IJG (libjpeg) or IJL versions of JPEG codecs. For example, it supports lossy coding for 12-bit images, lossless coding for images with 2..16-bit per color channel data and it utilizes additional cpu cores through OpenMP threading.
In the current implementation it also do not provide convertion to BGRA, but it is easy to add such capability by modification ColorConvert() method CJPEGDecoder class. Basically you need to add appropriate case into switch statement.