Found this asked for in a very old thread, but as of v4.3.12 it isn't yet implemented.
Many times I need to save a .png or .jpg from a .pdn file without losing quality/layers/whatever, just to test the resulting image in another program or website, or the like.
As a fact, many image editing programs already have this as an option since ages and it would be a great addition.
My current workaround (since ages too) is to "Save As.." > Filetype: PNG or JPG > Choose "Merge all layers" > "Ok"
After saving, just Undo with 'Ctrl-Z' and you will get back your original layers for saving as a PDN file or continue editing.
Hope this can be seen sooner than later. Thanks for the great job in paint.net