I agree, if I should do this using JSL, I would go to R instead. One of the reasons I use JMP/JMP-Pro is for quick exploratory evaluations of the data and trends before delving into more complex modeling with R.
I have lost faith in the wish list with JMP - this is one of the features I requested over 10-15 years ago, and they still haven't implemented it. It's such a simple and logical thing to add, relative to the more complex and amazing things they have implemented to improve the product over the years.