Holding down the CNTL key, while selecting the Save==>Level Numbers will generate the Level Numbers for all distributions that are displayed.
The holding down of the CNTL key while selecting options, or changing the size of a graph, etc. is a universal JMP option. The feature is documented in the Using JMP book
Help==>Books==>Using JMP
or in the 14th "Tip of the Day"
Help==>Tip of the Day
Jim