I noticed a few things in the JMC Logging help:
https://docs.oracle.com/javacomponents/jmc-5-5/jmc-user-guide/logging.htm#JMCCI129

1. "if you have a commercial license of the JDK installed in JAVA_HOME" - it should probably say "if you have the Oracle JDK installed in JAVA_HOME" or something similar, you never have a license installed.
2. You need to also add '-consoleLog' as an argument to jmc, like "jmc -consoleLog" (and then possible 'debug' as well), to get to see the info, On windows you have to add '| more 2>&1" as well to get the output to the console window.