Hi,
I frequently clean up and improve JMP graphs in AI. My preferred method is to create a journal containing 1 graph, save it as PDF, and open the PDF in AI. You will most likely encounter issues with font matching (i.e. the fonts used in JMP will not match those available in AI) but the font replacement tool in AI is relatively easy to use.
Of note, the EPS format does not work well for me: too many small vector objects and poor text export.
I hope that helps
TS
Thierry R. Sornasse