Well, have you made the sure the file has been saved? There won't be a path if there is no file. All JMP can return is the name.
dt = Open( "$SAMPLE_DATA/Big Class.jmp" );
path = dt << Get Path();
Show( path );
dt2 = New Table("test");
path = dt2 << Get Path();
Show( path );
Returns:
path = "C:\Program Files\SAS\JMPPRO\12\Samples\Data\Big Class.jmp";
path = "test.jmp";