Sorry, I might not know exactly what to expect, but when I select the make .gif button on the sample data with the same options as yours, On the Mac running Catalina (10.15.7) JMP V 16.2 all I get is a picture:
As far as scrolling, I can move by axis or rotate freely moving my mouse in the cube.
Here is what the output looks like:
On the Mac running Monterey (12.5.1) with JMP V 17 when I select the Make .gif button, I get a shining gif output. Eventually it saves it as a static .gif. This is the default output without me trying to save the file as something special.
"All models are wrong, some are useful" G.E.P. Box