I believe this is the same issue as RT-18686, but I don't have permissions to re-open it. I can reproduce this with Java 6u31 and any of the following versions of JavaFX- 2.01, 2.1.1 or 2.2.0b1:

We have a Swing app, and are experimenting with embedding JavaFX webpanes. When we launch via webstart, the download progress dialog doesn't show. The process just runs without a window until all the files are downloaded, and then loads the app. After all the files are cached in webstart, this isn't a problem, but on initial load, it's not obvious anything is happening.