Language Server Protocol plugins are adding functionality for completion/docs/refactoring these days, and vim-jdb looks pretty decent.
Chances are the Emacs-users are working on files on that server remotely via TRAMP, from their nicely and 100% personally customized Emacs-installation.
Why bother replicating all that setup on a server when you don't have to?
Hopefully other projects such SpaceVim or individual plugins can provide an easier path for those that want it. I think it's on NeoVim's own road map to add LSP support out of the box.
Of course it's also worth pointing out that whilst it's nice that NeoVim is learning new tricks nothing about having better CLI based tools available means that you can't still use GUI based IDEs if that suits your use case better.