The answer is complex, it is two fold, one is that Java is not always Java many online applets are built using J++ and J# from MS which is not Java compliant. So it will only run on Windows completely.
As for Java applications most Java applications are built on Windows by Windows Developers, and they tend to make Java applications look and feel like windows applications.
Their is a small but growing number of Java developers developing desktop Java applications on Mac OS X. These Java application are more Mac like, and work far better.
Java in itself is not a poor development solution it is more that Java has suffered at the hand of MS and poor developers who build applications on Windows at the cost of good GUI interface guidelines.
Here is a sample of Java applications that work great on Mac OS X:
Have a look you may find may cool apps. Their are many more but they are very specific for developers.
--------------------------------------
TaskEdit is a unique and highly capable information management and navigation tool built for Mac OS X. TaskEdit is designed is to manage tasks and details and to manage the details of projects.
http://www.versiontracker.com/dyn/moreinfo/macosx/21540
--------------------------------------
Product Description:
The Internet is changing the way we get our news, but with so many web sites and so much fluff it's often hard to find the real news and the things that matter to us. NewsMac is a versatile RSS news reader that lets you view news headlines and story descriptions before you have to even touch your web browser. With over 120 built-in news feeds NewsMac gives you fast and convenient access to all kinds of news sources, covering computing and technology, world news, religion and spirituality, entertainment and more
http://www.versiontracker.com/dyn/moreinfo/macosx/13793
--------------------------------------
The Xserve RAID’s powerful remote management software that dramatically simplifies setup and monitoring of storage volumes. The robust self-monitoring technology and automatic notification service maximizes storage availability while minimizing the pressure on system administrators.
This Java-based application provides an intuitive interface for creating protected storage volumes, logging events, managing preferences, and monitoring storage hardware from virtually any networked computer over TCP/IP. --- NEED XSERVE RAID
http://www.apple.com/downloads/macos...dmintools.html
--------------------------------------