It does that on macOS. You have to use the command line, unfortunately. I didn't get around to testing on other OSes... and packaging the game up so you don't have to faff around with "why doesn't this JAR run with a double-click?" is what gave me so much late trouble. Ugh.
Unfortunately... I have since discovered that, even if you manage to get it to run, a crashing bug upon entering battle once below Dungeon Level 1 rudely terminates your play session. Since battles occur randomly, this effectively makes the game unbeatable. Oh well.