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Open a Jackpot session on many nb.org projects and you will find various errors in **/test/qa-functional/**/*.java - presumably the CP is not set up correctly. Anyway, the error messages as printed in the Jackpot Log window could be hyperlinked but are not. Compare Ant output.
The errors are not in the source files, but in the classpath as you describe. Wouldn't hyperlinking point the developer away from the problem?
That's a consideration. Feel free to close as WONTFIX if you prefer.
The old Jackpot module is no longer maintained. There is a rewrite in progress at: http://bitbucket.org/jlahoda/jackpot30/wiki/Home