If they had defined and promoted using .jxe as the file name extension for executable jars, there had been so much less confusion for the end users.
(Just like they have done with ear, war, rar, etc)
Also, the security considerations for java web start applications where rather strange, with ugly icons warning that you were running a java application etc, and much higher requirements for certificates and signed executable compared to just about everything else that you run on a computer.
If they had re-imaged the framework to use a "installation" and providing automatic updates, just like normal applications, they could have lowered the bar a little.
Personally I think it was a good move to go back into native UIs, right about the time people were starting to adopt Angular.