This information was true a few years ago. Now, with modular JVM you do not ship a VM with the program. JVM by itself is lean and starts up pretty fast. You can also compile to native with GraalVM - this is a viable option if you want to write lots of tiny command line tools.

See Babashka[0] for an example scripting toolkit written in Clojure.

[0]: https://github.com/babashka/babashka