I don't know of a straight forward way to take an existing report and save the script from it without a couple steps in between. But you can build the new window with a for loop:
Names default to here(1);
dt = Open( "$Sample_data/iris.jmp" );
New Window("Reports", hlb = H List Box( ) );
cols ={:Sepal width, :Petal length, :Petal width};
for(c=1, c<=n items(cols), c++,
hlb << Append( Bivariate( Y( cols[c] ), X( :Sepal length ) ) )
);