Deployment methods - bundling the JRE, why not?

On various other websites, I've noticed most people still use 1.4 and will do so for another year (or two!?) because 1.5 is not installed as widespread as 1.4.
If you're deploying a desktop application, or any application that's going to be shipped on a CD, is there any reason why you wouldn't bundle the JRE with the application?
I'm not referring to bundling the full jre setup file, where the user has to install it manually. What I mean is creating a subfolder in the installation directory with a cut down jre (which is allowed in the license agreement). The total size is about ~35MB (~15MB compressed). I've seen this approach in the Java game Tribal Trouble, but no where else. To be fair, as a windows user the only real java applications I see are my own. But from the looks of things, this seems to be the least used deplyoment method (and even frowned upon?).
The way I see it, 15MB compressed is cheap on a CD (or DVD). You can use whatever JRE you want (even 1.6) without the user running into any problems where they don't have Java installed or they're using an older version.
Any thoughts?

Kuntilanak,
Here's what I do.
1. Create an application staging directory, call it C:\MyApp\Stage
2. JAR up my application .class files and copy the JAR file to C:\MyApp\Stage
3. Copy the C:\Program Files\Java\jre1.5.0_06 directory into C:\MyApp\Stage and rename it from C:\MyApp\Stage\jre1.5.0_06 to C:\MyApp\Stage\jre. Note: You may want to put a text file in the JRE directory that tells what version this JRE is.
4. Create a batch file in C:\MyApp\Stage, the contents of this batch file should be:
.\jre\bin\java -jar YourJarName.jar
5. Using a utility like WinZip I will create an intallation executable that packages the contents of C:\MyApp\Stage into one exe file.
6. Distribute the EXE file to your users.
You may want to find a packaging tool (zip tool) that will allow you to put a shortcut on the users desktop or start button. I use Exceed Absolute Packager.
You can also use launch4j (http://launch4j.sourceforge.net) to create an exe file that will execute your JAR file instead of using a batch file.
Have Fun,
Karl

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