I think the answer to both of your questions is: due to the workflow in JMP.
If you want to do ANOVA (analysis of variance, difference among group means in a sample):
Different groups in X are only existing (or unambiguous), when X is nominal.
So when using nominal X in "fit x by y" you end up in ANOVA.
Regression needs, that you can calculate with your x values. This only is the case for continuous x.
Simply by means of the data type of x and y you tell JMP, what analysis you want to perform. Have a look at the picture in the lower left, when starting the platform "fit y by x". I think, this is a nice and effective interface, letting JMP offer the methods that fit to your modeling types. However it may take some time to get used to it.
Georg