I am not seeing a way to directly do what you ask though it may be possible and someone here may show you the way. However, it is possible through scripting to change the column headers of the imported table to the equivalent SAS variable names. When you open a SAS dataset in JMP, JMP appears to create 2 new properties for each column. One is called SAS Name and the other is called SAS Label. You want to replace the JMP column names with the SAS Names. Here is a script to do that (at least in 8.0.1):
dt = Data Table( "DemoSAS" );
lastcol = N Col( dt );
For( i = 1, i < lastcol+1, i++,
col = Column Name( i );
SASn = col << Get Property( "SAS Name" );
col << Set Name( Char( Eval Expr( SASn ) ) );
);
You would need to change the first line as appropriate ... e.g. you can replace "DemoSAS" with the name of an open table, or you can change the line to be an Open which will prompt you to select a file containing a JMP table.
I haven't tried it but it is possible (not certain!) you could create a new file association which you could label Open SAS Data with JMP that runs a similar script on opening a SAS dataset.
Michael