They are not compiling to JVM. LFE compiles to BEAM.
[1] https://github.com/rvirding/lfe/blob/develop/doc/lfe_comp.tx...
Having said that, they all support interactivity via a shell, including dynamically defining functions and tweaking the runtime. LFE does a better job at functions than Erlang; I'd wager Elixir too, but haven't looked closely at it.