Java applications do not run without Java runtime installed, it just happens that most users have it installed. On top of that all resources get packaged into .jar file, so you don't need any external files.

Same can be achieved with .exe files, but you wouldn't like 20 GB .exe file, would you?

Any installer just copies and edits certain files, but only because the game was made expecting those files in those places. Many non-java apps can run without installing them (a lot of applications can be downloaded with an installer or as a portable file) and you can make installers for java games.

Also, an installer could let you chose a folder to store the game or some other option. In big games the install directory matters. And as TheChubu said, without an installer you would hav to tell the user how to add a shortcut on the desktop, or add some registry entries so the game shows up in "Add and remove software" to be uninstalled. If the game stores the savefiles in My Documents and you delete the .jar, nothing would delete the savefiles, so an uninstaller could be usefull there.

Some games use an installer for security too, making it more difficult to use illegal copies.

Anyway, if you make a C++ game with Visual Studio you'll end up with a .exe file and a folder with resourcers, and you can share that to anyone using a compatible platform just like you do with your java game. Using an installer is not a mandatory part of any languages, is just something you add if you need or want to.

I never thought about this until now. The Java games I developed never need the installation treatment.

That only tells me your games aren't complex enough to require an installation procedure.

What happens if you want someone to play your game in Windows, and want your program installed in Program Files, with a Start-> programs menu, a desktop icon, and an uninstaller, wouldn't that need a dedicated installation procedure? Regardless of your game being made in Java, C or Haskell?

I developed a rpg in Java and it could be played fine without installation.

All games could be played without installation.

It seems to be a minor issue in terms of time if I wanted the user to go to the start menu to find my games when it could quickly be played after downloading the game to the desktop.

So because you want your game on the desktop, you think everyone else does too?

Installers exist to make life more convenient for users. If you don't care about that, it's fine, but don't expect to end up with a large satisfied audience.

and the person can just click the jar file and the program gets loaded into ram and the user can play the game.

I can't at work. Unless your jar is properly signed I'll never be able to run it.

You can also write games ina myriad of other languages without an installer. The installer is just there to make things convenient for the end user.