I'm just posting this because I've had to spend over an hour trying to figure this out. I had what I thought was a bog-standard Ubuntu 20.04 installation with ImageMagick installed from the repos. This gives you ImageMagick 7. On my desktop, it just wouldn't work properly; attempting to process images at the command line gave me missing delegate errors:

no decode delegate for this image format `JPEG' @ error/constitute.c/ReadImage/562

I remembered having hit this before once, and knew to go and change some settings in policy.xml, but that just didn't work. Eventually I had to do this:

• Uninstall and purge imagemagick
• Find all imagemagick-related folders and files and delete them (there are lots, including symlinks to the binaries all over the place)
• reinstall imagemagick (still didn't work)
• sudo apt install graphicsmagick-imagemagick-compat

The last one seems to be the magic bullet.