Thank you all for your replies. I ended up working around this issue by using a VB script to download the .json file from my URL. Initiating the download using VBS was much faster than any method I could find with JMP.
Fortunately, I was still able to use JSL for the whole process. I wrote the VB script in JSL, saved the data with a .vbs extension and then issued an open() command from JSL to execute the VB script (which then downloaded my data).
Here's an example of the code I used:
//define static VB script
one="dim xHttp: Set xHttp = createobject(\!"Microsoft.XMLHTTP\!")\!rdim bStrm: Set bStrm = createobject(\!"Adodb.Stream\!")\!r";
two="xHttp.Open \!"GET\!", \!"";
three="\!", False\!r";
four="xHttp.Send\!rwith bStrm\!r.type = 1\!r.open\!r.write xHttp.responseBody\!r";
five=".savetofile \!"C:\users\";
six="\desktop\data.json\!", 2\!rend with";
//define user.name
user.name="jwebber";
//define URL
url=www.somewebaddress.com;
//create full VB script
vbs=concat(one,two,url,three,four,five,user.name,six);
//save VB script
save text file("c:/users/"||user.name||"/desktop/download_data.vbs",vbs);
//open vbs file
open("c:/users/"||user.name||"/desktop/download_data.vbs");