Hm, the Data Filter will remove the corresponding rows from everywhere in the plot - not just remove the label from one axis.
Names Default to Here(1);
dt = Open( "$SAMPLE_DATA/Big Class.jmp" );
Graph Builder(
Variables( X( :height ), X( :sex ), Y( :weight ), Color( :sex ) ),
Elements(
Position( 1, 1 ),
Points( X, Y, Legend( 24 ) ),
Smoother( X, Y, Legend( 25 ) )
),
Elements( Position( 2, 1 ), Points( X, Y, Legend( 26 ) ) ),
Local Data Filter( Add Filter( columns( :sex ), Where( :sex == "F" ) ) )
)