The problem is that you set the modeling type of Temperature to Ordinal. I would use Continuous. But Montgomery used Nominal for both Material and Temperature. When I change the modeling type to match, I get the same result:
I just verified that the data in your data table match the data presented in Doug's book.
I added the usual column properties for factors and responses, but it did not change the outcome. I thought that the significance might be affected if the factor levels were not coded first.
JMP makes sure that all the data types, modeling types, and column properties are properly set when you design the experiment with JMP. You have to manually add or adapt all the meta-data when you enter data by hand.