I can see your .png. I know this has been an issue at somepoint with JMP, but I cannot replicate it with JMP 18.2.0. Do you have this enabled which was shown in the video?

These are my settings:
Transparent background for report PNG images enabled
Styles

Windows Specific

If I select graph builder, right click and select copy

It will come out as

to paint for example.
-Jarmo