You shouldn't need Admin rights. The folder JMP tries to create is within your user roaming profile directory. JMP itself tries write content into those folders, not just the Python site-packages directory. If you don't have permissions, you will have more issues than just Python support. Talk to your network admins on permissions and make sure they did not set a group policy turning off Python support. JMP provides such a group policy setting..
Top of JMP hierarchy of folders
C:\Users\<userid>\AppData\Roaming\JMP
Top of Python hierarchy:
C:\Users\<userid>\AppData\Roaming\JMP\JMP\Python\
With sub-folder based on Python version
C:\Users\panels\AppData\Roaming\JMP\JMP\Python\Python313 for JMP 19
C:\Users\panels\AppData\Roaming\JMP\JMP\Python\Python311 for JMP 18