I am about the same, just that I used the system property over the jaxb.properties file. Result is the same.
I'm afraid this is because of the fact that the JAXB requirement is not in the plugin but in th Retrofit2 library used by the plugin.
I tested the same configuration on the Sloccount plugin and it's working fine on this plugin. I run in both case mvnDebug -Djenkins.version=2.164.1 -Djavax.xml.bind.context.factory=com.sun.xml.bind.v2.ContextFactory hpi:run (with -pl dynatrace-appmon here) and for sloccount I could get it to work fine (not going into the catch here) and in Performace Signature Dynatrace I still have the same exception.
The "only" difference between the two plugins is that JAXB is a transitive dependency here but not in Sloccount plugin. It makes no sense. I can see in both case the JAXB plugin installed on the instance. I can even run import com.sun.xml.bind.v2.ContextFactory; in the script console of both instances and it's working fine.