FWIW, I believe this is actually an issue in the wxWidgets build of this Ubuntu version – some WX and tiff apparently require libjpeg yet don't actually depend on it the shared library! The configure commands certainly appear sensible...
Perhaps consider to report this issue on the Ubuntu bug tracker. (OTOH, googling for “ubuntu LIBJPEG_6.2” suggests that other people have had this issue, too. However, I didn't look around enough to find a fix.)
As a workaround, try this patch:
diff --git a/configure.ac b/configure.ac
index 2498928..c6d8870 100644
--- a/configure.ac
+++ b/configure.ac
@@ -1651,7 +1651,8 @@ CS_CHECK_LIB_WITH([wx],
#endif
]],
[[wxWindow* p = 0; int w,h; p->GetClientSize(&w,&h);]])],
- [], [C++])
+ [], [C++], [], [],
+ [], [$cs_cv_libjpeg_lflags], [$cs_cv_libjpeg_libs])
AS_IF([test $cs_cv_libwx = yes],
[AS_IF([test $cs_host_family = windows],
...it simply puts libjpeg on the linker command line when looking for WX. (Don't forget to run bin/autogen.sh to regenerate configure.)