This issue is reproducible with self-contained applications

    http://docs.oracle.com/javafx/2/deployment/self-contained-packaging.htm

Self-contained applications include custom native launcher and a copy of Java runtime. The internal structure of a self-contained application folder on Windows is as follow

./appRootFolder
./appRootFolder/App.exe <=== native launcher
./appRootFolder/runtime <=== Java runtime

Native launcher launches Java using JLI_Launch(). Internally, it tries to find path to JRE that JLI will be using, it’s implemented in GetJREPath() function. GetJREPath() calls to GetApplicationHome() that assumes that native launcher is co-located with Java runtime but, for self-contained apps, Java runtime is placed to a different location and GetJREPath() fails to find valid path.