hi,
Why isnt there a CJE instruction or im i just missing the point?
Both yes and no.

Okay, let imagine that CJE is presented, and what we will have then...
CJNE requires 3 bytes of code. So, CJE might take the same size. Let say, you have all the 256 CJE comparisons in-line and so it eats 768 bytes of the program memory. Now try to answer: how may it be possible to do short jump (CJE uses relative +/-128 dimension) from middle of those CJE,CJE,CJE etc? :)
Opposite it, CJNE gives you a chance to do LONG jump or CALL near comparison command if you have found appropriate condition.

Btw, here you may use another way, if need:

; R0 contains examined value
MOV A,#1
XRL A,R0
JZ  ROUTINE_1
MOV A,#2
XRL A,R0
JZ  ROUTINE_2

etc
And even more: if you look at code I typed above more careful than you may find even shoten way than I shown (=

cu