When you import the SAS dataset and open the resulting .jmp table in JMP 10 or higher, there should be two options available via the Explorer window: Set JMP column names from....
1.SAS variable labels.
2.SAS variable names.
In your case you may need to select SAS variable labels.
JMP should import the file using the SAS variable labels versus the raw SAS variable names (V1 V2 V3 V4).
Additionally, if you can establish a SAS session from JMP you can also import the SAS dataset into JMP by using the Browse SAS Library method from JMP.
File => SAS => Browse Data ( used to browse SAS Libraries )
Select => Server => Library => Data (Assuming you have submitted a libname to the directory containing the SAS data set)
Review "Import Options" =>
check --or-- uncheck => "use labels for imported column names".
NOTE: After you import the SAS dataset and open the resulting .jmp table in JMP 10 or higher, there should be an asterisk next to the column names in column list. You can right-click the astrisk and choose Use Value Labels.