If you want to deselect column, you should use << Set Selected or << Clear Selection (<< Remove Selected will remove the item, not deselect).
Names Default To Here(1);
dt = Open("$SAMPLE_DATA/Big Class.jmp");
New Window("Col List Box Example",
lb = Col List Box(all, width(250), maxSelected(1)),
);
wait(1);
lb << Set Selected(2);
wait(1);
lb << Remove Selected();
Scripting Index does have examples how these can be used and there is documentation on JMP Help's Scripting Guide
-Jarmo