You should see a JMP data table. If you are seeing excel opening a spreadsheet, something else is going on. If you open the .xlsx manually from JMP's file->open dialog, you'll land in JMP's import wizard which will help you do the first import. You can use the Source script in the JMP data table to repeat the process without going through the wizard.
When you Open() an Excel file in JMP, it is converted to a JMP file. What is the reason you want the files to remain in Excel format? The structure of a JMP data table is required for the various JMP Platforms to work with them.