JMP prints p-values in the display format "p-value", which has a default total length of 12 digits.
Values less than 0.0001 are displayed as "<.0001".
To increase the number of digits displayed, double-click the p-value in the report, change the format to "Fixed Decimal", and set the total number of digits and the number of decimal places.
In the image below, the number is displayed to 6 decimal places.

