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Well...

sage: latex(GF(3).multiplication_table())
{\setlength{\arraycolsep}{2ex}
\begin{array}{r|*{3}{r}}
\multicolumn{1}{c|}{\ast}&a&b&c\\\hline
{}a&a&a&a\\
{}b&a&b&c\\
{}c&a&c&b\\
\end{array}}

In a console (or in emacs's sage-shell-view), view(GF(3).addition_table()) gets me this:

Sage's view uses Mathjax by default, but reverts to $\LaTeX$ when the latex string contains some "trigger" commands (this can be customized via latex.add_to_mathjax_avoid_list).

But, indeed, in a Jupyter notebook, this fails (not only on \multicolumn but also on {\setlength{\arraycolsep}{2ex}), probably because the notebook can't use $\LaTeX$\, and mathjax isn't a complete implementation if it).

By the way, the mathjax implementation of the present server has the same problem: A cut'n'paste of the $\LaTeX$ string generating the (correct) representation of the multiplication table gives this:

$${\setlength{\arraycolsep}{2ex} \begin{array}{r|*{3}{r}} \multicolumn{1}{c|}{\ast}&a&b&c\\hline {}a&a&a&a\ {}b&a&b&c\ {}c&a&c&b\ \end{array}}$$

This can probably worked around by saving the latex text, compiling it with an external LaTeX installation, converting the output to, say, .png and displaying it in the notebook. An utility function might be written for that.

One more reason to use $\LaTeX$ an Sagetex (or pythontex (or org-mode))...

HTH,