The only two really big games made with Java are Minecraft original and Runescape original (still a huge MMO on the web). However most have ported away to reach more platforms. Java is no longer a good option on the web really even.

Memory management is a huge problem pushing performance. You can still write efficient Java by doing things like no newing of object in ticks and stack arrays but gamedev is heavy in management of memory access/organization, stack vs heap allocation and other things that take lots of work or are too hard to control in Java or other GC platforms (C#). Though there were a ton more XNA games (C#) than Java even today but that has since been discontinued. Windows Phone 7 also limited its potential due to no native access and requiring XNA only games. Android didn't really take off in games until the NDK in Android 2.3 which was deemed a game developers OS. iOS had it right since the first SDK allowing C/C++ and Objective-C or Objective-C++ which allows mixed that I have seen in all custom engines for iPhone.

Modern game budgets are in range of tens of millions, if Java really gave any significant advantage e.g. 1 month off 24 months project it would be a value of a million or more. Studios would be all over Java just for that reason.

I know both languages and I am just as efficient in C++ as I am in Java. I am less efficient in Java when I have to performance tune some bit of code that resides beneath ten layers of abstraction.