A .JRP file is nothing more than a JMP script that runs the report. If you have specified to embed the data with the report, then a script that will regenerate the data table is included in the JRP file. If the 25 graphs you are creating are based upon the same data table, and you are embedding the data table within each .JRP file, then your slowness is probably because you keep creating and recreating the data table.
An easy way to combine all of the files, is to rename all of the .JRP extensions to .jsl, and then open and manually copy and paste each file into a master .jsl file.
Jim