I tested Close All() with this example in JMP 14.3, which does work:
w = New Window( "Main Window", Text Box( "Main JMP Window" ) );
w << Journal Window;
Wait( 1 );
Close All( "Journals", "NoSave" );
Wait( 1 );
Close All( "Reports", "NoSave" );
Can you describe anything that you're doing with the journals - maybe how they get created, are they saved to disk at any point, do you append additional information after the journal is initially created? It may also be important to know which version of JMP you are using.