1.) you would have to create bundles for all operating systems
2.) Your users could not benefit automatically from future updates made to java
3.) All the footprint-saving (shared classes, …) will not work.
However the most important point:
4.) Your game will not help to spread! Users won’t associate it with java, they won’t download a JRE (helping other java games/software).
Depends on you wether you like this.
lg Clemens