The project file format changed from 15 to 16. In 16 it is a zip file, without the .zip extension.
Look at the file size in explorer. If it is zero, there is no use looking at it further. You might try opening in 15 if you have it available.
In 16 I let JMP store most of my files inside the zip. That means I'd lose everything if the project is lost. When I remember to, I save a copy of the project to a numbered sequence of backups.
A JMP 15 project will open with notepad and looks like this
/* JMP 15.2.1 */
New Project(
Run Script(
...
A JMP 16 project is zipped, and if renamed looks like this
You should also peek here and see if there is an abandoned project you might get something back from:
temp dir
Don't hold your breath; if you find anything it probably is incomplete or old.
Craige