The superscripting citation style is generally applied to “numbered” output styles, not “lettered” ones. Since there’s already a current lettering convention to distinguish works by the same author (which is standard, accepted practice and provided by the Endnote output style) superscripting the letters is unconventional and incorrect style-wise - which may explain why Endnote does not have a built-in user controlled feature to permit the formatting. However, if you wish to pursue this track you can superscript the letters in MS Word by manually selecting then italicizing the letter(s)*.
________________
*Note: To prevent the formatting from reverting back to the original non-superscripted style (which may occur when updating the citations) you can either: 1) make the formatting changes on a copy of the document, which was converted to text (to remove the Endnote field codes.); or 2) make the formatting changes the last task when finalizing the document and turn off instant formatting before doing so.