The JVM is not usable for short-living processes such as command-line tools. Apart from the ecosystem and the language itself, it's often the reference (or only) implementation which makes it unsuitable for a particular job.
There isn't "The JVM", there are certified JVMs and quite a few of those allow for AOT compilation to native code.
Do you know of any good and free ahead-of-time Java compilers that produce native binaries without any additional dependencies?
I haven't been able to find any, but perhaps my Google-fu is weak. gcj is obviously not a good answer.