Why would they? JME is, and has always been, of negligible importance. It is a tool, nothing more. Ultimecia is the important thing. She is the driving force. Even had JME never been constructed, she wouldn't have been stopped. Such evil, with such a strong will, is not so easily denied. Ultimecia was the important thing, so she was what was shown. Hell, even if JME was so important, why show it when they reach the future? Ulti had already started Time Compression. Destroying the machine was unlikely to stop it, since Ulti was still around using her magic to continue the process.