Why don't they just combine the JRE and JAR file? Then I can be sure it works when I download it.

For the same reason you don't deploy Windows, BSD and Mac OS X binaries of your Go program to a Linux server.

Yeah I use the Linux binary, I'm not sure what you're saying here.

The JRE is platform specific, the JAR isn't. Bundling them makes little sense.

I think it makes a lot of sense. I can download the Windows version of an app and double click on it and it runs. As opposed to I double click on it and it's all "oh you don't have a JRE" or "you have the wrong JRE, mysterious error" or "you need to install this JRE", or it installs a JRE for me, but another app requires a different JRE.