First, welcome to the community. It is much easier for us to provide feedback when you include your data table (it can be anonymized). Your picture is just an output screen, so we don't know what you did to create this?
for more: https://www.jmp.com/support/help/en/19.0/?os=mac&source=application#page/jmp/predictor-screening.shtml%23
The only thing that would cause that behavior is all your X columns have a single value (ie. there is no variation in the X's).