Default frame rate for inputs is 25, so in your example ffmpeg
is dropping frames to go from 25 to 12 fps (the console output will confirm this).
You can declare just an input frame rate and the output will inherit this same frame rate:
ffmpeg -framerate 1 -i %06d.jpeg output.wmv
Or both an input and an output frame rate:
ffmpeg -framerate 1 -i %06d.jpeg -r 25 output.wmv
This second example is recommended if Windows Media Player has issues with 1 fps content. You will have to experiment to see which example works best for you.
See the image2 demuxer documentation for more information.