The changes are documented in VFP8 help under Behavior Changes Since Visual FoxPro 7.0 and in INFO: SQL SELECT Behavior Changes in Visual FoxPro 8.0 mskb #813361.
You provide very good reason why those changes were made. Contrary to what you think, your query not necessary returns cJN2_2 from the record with MAX value of nJN2_1. Actually, it returns cJN2_2 from the last physical record. Run following code to see it for yourself

CREATE CURSOR jn2 (nJN2_1 I, cJN2_2 C(1))
INSERT INTO jn2 VALUES(3, "A")
INSERT INTO jn2 VALUES(2, "B")
INSERT INTO jn2 VALUES(1, "C")
SET ENGINEBEHAVIOR 70
SELECT MAX(nJN2_1) as MaxTime, cJN2_2 from jn2 TO CURSOR test
? MaxTime, cJN2_2    && Displays: 3 "C", not 3 "A" 

Here's one of the ways to get correct result

SET ENGINEBEHAVIOR 80
SELECT * from jn2 ;
  WHERE nJN2_1 = (SELECT MAX(nJN2_1) from jn2)

>In VFP7 this commend work:
>
>SELECT MAX(nJN2_1) as MaxTime, cJN2_2 from jn2
>
>In this command I can see Max of nJN2_1 and cJN2_2 that have Max Value.
>In VFP8 and VF9 when I run this command see an error:
>
>SQL: GROUP BY Clause is missing or invalid.
>
>Why? and if this command is changed, how we can know what record have Max Value!