Close integration with the OS is not one of them.
Standard graphics libraries which meet contemporary expectations is also unfortunately missing.
There's nothing wrong with Java as a development environment, but the cost of "getting Java on the phone" is at best comparable to support for Windows (and at worst you're dealing with Oracle).
We're at the point now, where OS and language should merge. There should be a user data-centric design, with abstractions for the underlying hardware, so that most applications can be written across all of a user's devices, with "skins" for different particular form factors.
JavaFX 2, with rumored support for iOS and Android (likely WP8 if it has native code)
And it is unlikely that WP8 will have a JVM.
And iOS doesn't have a CLI VM but it still runs C#. Same thing for WP8, JVM can be packed with the app and AOT compiled to native code, maybe even JIT-ed if WP8 kernel allows it.
I suspect there isn't any easy solution to this one- same as there's no easy way to make OS X/iOS apps without running OS X yourself.
I'm asking because IntelliJ IDEA and Java do and I'm not leaving my POSIX toolchain for Visual Studio, no matter how awesome it is.
If you want a "continuous stack" there's nothing better than Java. And yet many developers still hate it, while many love the extremely limited iOS platform, which goes to show that this trait is not so important as one might think.