nasty workaround:
You can add a second caption - and use a special transform column to mark the missing rows.
A disadvantage:
it shows the number of missing entries as "N" (as we use this summary statistics) instead of N missing.

Names Default To Here( 1 );
dt = Open( "$SAMPLE_DATA/Big Class.jmp" );
dt[[5,8,13], "height"]=[.,.,.];
Graph Builder(
Transform Column( "missing", Formula( If( Is Missing( :height ), 1, . ) ) ),
Size( 397, 341 ),
Show Legend( 0 ),
Graph Spacing( 4 ),
Variables( X( :sex ), Y( :height ), Y( :missing, Position( 1 ) ) ),
Elements(
Points( X, Y( 1 ) ),
Caption Box( X, Y( 1 ), Summary Statistic( "Mean" ),
Summary Statistic 2( "N" ),
Location( "Axis Table" ) ),
Caption Box( X, Y( 2 ), Summary Statistic( "N" ), Location( "Axis Table" ) )
)
);