There is no specification on the maximum value of Riset, or in other words, the minimum sink current.
The statement “segment current is adjustable from 1.5mA to 24mA” is simply stating the typical output current achievable with the 39k resistor and using the 16-step programmable steps. The electrical characteristics table specifications are guaranteed using a 39k resistor. The 24mA drive current is typical, with 18.5mA min, and 27.5mA max guaranteed. There are no specifications regarding the allowable RISET resistor value.
You can reasonably assume that doubling the 39k resistor to 78k would result in 12mA maximum range and adjustable in 16 steps down to 0.75mA.
Following same thinking, using a 624k resistor results in maximum 1.5mA current that is adjustable down to 93.75uA in 16 steps. Keeping in mind the intended application of driving an LED, and considering the useful current adjustment range to control the optical intensity in the LED, very low currents are not useful. The recommended RISET 39k value was the design target maximizing the useful range of typical LEDs.