CurrentAxes in your code is a string. The first argument to exportgraphics should be a figure or axes handle.
Try this code
CurrentAxes = append('app.UIAxes',num2str(i));
exportgraphics(fig, [CurrentAxes '.jpg']);
Repalce 'fig' in code above, with your app.UIAxes handle and you should get the desired result.
Also, you can use the [ ] to append multiple strings, don't need to use the append() function