Instead of using the script editor solution that @Mark_Bailey provided, I would use the Emoji and Symbols tools (Ctrl-Command-Space) to enter these special characters.
You can type the name of the character you're looking for into the window and see the choices.
As for the different line heights for the 1 and 5, it's not so much a bug in JMP. Instead it's the way the font chosen for the column headings and the titles renders the UNICODE characters for superscript 1 and superscript 5. That's not something JMP has control over.
Instead, you'll need to find a font that renders them at the same line height. I used Pages on my Mac to experiment with various fonts and found that Myriad Pro, which I suspect I got with one of my Adobe products, does a good job of rendering them at the same line height. You may have to search a bit to find a font that you have installed that works the way you want.
Once you've found a font that does what you want you can change the preferences in JMP to use that font.
-Jeff