I think JMP can export colored cells to Excel but not row states. For row states you might have to add extra columns to indicate them or create a single row state column which they then would have to be able to decrypt.
Red cells here have been colored by "Color by Row State" and for that reason are not copied over. Time Marker column demonstrates row state column
Some stuff to read about row states https://www.jmp.com/support/help/en/18.0/#page/jmp/row-states.shtml
-Jarmo