I don't thing PROC MI allows DO loops.
Are you saying you want generate multiple different MNAR statements?
I have not idea if that is valid for PROC MI either so first try generating the multiple statements by hand and see if it actually works.
If it does then use code generation to create the multiple statements.
For example you could make a macro so that you can use the macro %DO statement.
%macro mnr ;
%local i;
%do i=0 to 60 ;
mnar adjust(bmi / shift=%sysevalf(&i/10));
%end;
%mend mnr;
Which you could then call using %MNR; where you want the 61 MNR statements generated.