I'm tempted to downvote this, but maybe you know something I don't. The kernel module allows you to chmod +x a class, jar, or applet and execute it from the command line. Or run it from a script, or exec() it, or whatever. It essentially makes it a real executable alongside ELF. Is there some other way to accomplish this? What file association do you mean?
I believe he's talking about configuring your desktop environment such that it will launch .jar files with java (perhaps through a script intermediary), which is indeed not nearly as cool as what you're describing.
Given that the original comment here said "from my desktop", I assume he means something he can click, and associating jars with the JRE in the desktop environment is probably a reasonable solution.
That Ubuntu doesn't do it by default, that's just their choice (a sane choice I think).