Initially reported in the GIMP bug tracker:

Open any image (ex: ~/foo.jpg) and try to export it to "foo.jxl" while the "Lossless Mode" option is checked in the JXL export settings dialog.

It will start, get maybe 1/10th of the way through the progressbar, and then give you this generic error dialog:

Saving '/home/user/foo.jxl' failed:

JPEG XL image plug-in could not save image

Exporting without "Lossless Mode" works.

Tested with GIMP 2.10.32 from the Fedora 37 repositories. Turns out the "gimp-jxl-plugin" package was installed on my system, version 0.7.0-3.fc37.