I agree with the OP that this is a most annoying 'feature'. Would be nice to have the choice for a unified window.
I just 'upgraded' from JMP 8 to 11 and I hate this new interface. I have multiple monitors, but I typically keep JMP on one of them because I have other applications open on the others. Within JMP, I almost always end up having multiple windows (graph, tabulate, analysis) and now I keep loosing track of them. JMP used to be
I don't really want to see you add more options, but I really do think you should add an option where you can choose either MDI or SDI (like R has).