In JMP, File -> Open for files of type JMP Scripts (*.JSL), the OPEN button has options for Open and Run.
Suggestion: add a third option: Edit
If the JSL file begins with \\!, Open and Run both run the JSL wiout an option of editing the file without running it first. While you can edit a JSL from the recent files list, you had to have opened or run it first before the recent files list is populated.