This is probably the most frequent limitation of JMP at my organization. Unequal variances suggest to use Welch's ANOVA, but options are limited for multiple comparisons with unequal variances. Steel-Dwass doesn't work well with small sample sizes and it's not clear that it is robust to very unequal variances.
Games-Howell test is effectively a Welch's version of Tukey's HSD and works well with small sample sizes.