The biggest issue I have seen with deploying JMP via application virtualization is "where is the data"? That is, where do I open and store data and JMP output files (data tables, journals, exports to various file formats). If you are accustomed to having your files local, often the application virtualization has it's own file system, and you have to be able to get to the files from your local computer AND the virtualization environment.
Also, performance can be an issue. I recommend thorough real-user testing of any application virtualization approach for JMP.