First my two cents: Software has requirements, which could be hardware, other software, or even access to external services (eg. OpenGL 2.x capable GPU, wget binary in $PATH, or a Twitter access token, respectively). I don't see how requiring a Python or Ruby interpreter or a Java runtime environment would be different.
That said, pragmatically, you can easily have very good reasons to statically link and/or bundle as much of your requirements into your final distribution as possible. If we're talking Java, you could check out LibGDX's wiki on Bundling a JRE (there's not much LibGDX specific on that topic). The wiki page warns that your distribution's file size will grow abou 30 Mb, which may improve with Java 9.