The last level is not explicitly shown because it is completely dependent on the other two levels. Ordinal regression models the log odds against the linear predictor, or Bone in your case. It uses cumulative odds, so only separate intercepts are needed for each level of OHI. A common fixed effect for each level of Bone but the last level suffices. So the only comparisons that are possible are from each level to the last level. JMP automatically orders the levels alphabetically. So the first level is the femur, the second level is the ilium, and the last level is the rib.
You might use the Profiler to compare the effects of each level of Bone.