This happens when the file is saved by an office program, in the "I don't know where"-onedrive folder (the one which has a guid as parent). If you save the exact same file directly from Explorer or from office, but by selecting from scratch the right onedrive
folder, it works well.
This is an annoying bug, when you have to export slides as PNG you have to do the work twice... (or always browse to the folder with the right root)
This is exactly what I wanted to reply.
You can upload PNG an JPG files to OneDrive without any issue. But when you save a file to JPG with Visio is fails to upload. It is strange, because this used to work properly. Btw, it is Office Upload Center that fails to upload, not OneDrive.
I find this a very annoying problem. I even migrated to another laptop thinking it was just a local issue. But apparently everybody is having this problem. As a work-around I now save it to a folder on the SYSTEM drive and then copy it to the correct folder
in OneDrive. I work a lot with Visio and save a LOT in JPG format for my design. This is time consuming, it causes confusion and... anyway it should be fixed! The problem is there already there for months.
To my opinion this is an Office problem, because it is Office Upload Center that fails to upload, not OneDrive.
I use Windows 10 (Creators Update), Office 2013 and Visio 2016.