Embed the JRE then. You have to build packages for each platform you want to support, but that's no different than Go.

Besides that, different JVM's? Very rarely does code depend on a specific JRE unless we're talking between versions (say 7 vs. 8), but you would have the same problem in Go if significant language changes were made between releases.

> When different code needs different JVMs

With the JVM you can use HotSpot, Dalvik, WebSphere, or OpenJDK. The JVM is just a spec. With Go, you've only got one runtime to choose from. That said, if you code to the JVM spec, then you don't care what implementation you run on.