Tom,
I work at a place that uses many dozen machines with Fanuc commercial controls on them. They don't have a 'jog with running program' function. Jogging in the middle of a program isn't a good idea. Think about what can happen if you touch the tool off inside a pocket and leave it there, in the middle of a program. You might remember to get the tool clear before hitting cycle start again, but I might forget...
Restarting from line # xxx is as close as you'll get to your request, with most controls (and you can do a lot of damage with that one if you don't make sure the tool is clear too : )
Dan