A workaround but you can use Label by Value and then customize the format (set width to 0)
If you need a script you won't won't directly get one (at least not with this method) and you have to make small modifications (I added 0 and -1 to label format)
Names Default To Here(1);
dt = Open("$SAMPLE_DATA/Big Class.jmp");
gb = dt << Graph Builder(
Size(826, 660),
Show Control Panel(0),
Variables(X(:sex), X(:height), Y(:weight), Overlay(:sex)),
Elements(Position(1, 1), Points(X, Y, Legend(3), Label("Label by Value"), Label Format("Custom", Formula(value), 0, -1))),
Elements(Position(2, 1), Points(X, Y, Legend(4)), Smoother(X, Y, Legend(5)), Points(X, Y, Legend(9)))
);
dt << Select Rows(6 :: 9) << Label(1) << Clear Select;
dt:name << Label(1);
-Jarmo