The most frequently cited reason is to take advantage of JRuby's generally quite excellent Java interoperability. In many cases it may be the best way to introduce Ruby into an organization with a large, legacy Java codebase. Further, despite its oft-maligned reputation, Java still offers the largest number of high-quality, performant FOSS libraries of any platform. In our case, we are developing a Rails application along with a supporting Scala library simultaneously. In my experience, JRuby/Java/Scala integration is largely painless.
Further, JRuby could legitimately be considered the best Ruby implementation. It's very rare to find pure Ruby code that works on any other Ruby implementation but not JRuby. JRuby is, in general, faster than Ruby 1.9 (and in almost all cases much faster than 1.8). Further, upcoming enhancements in JDK 7 may allow some very impressive speed-ups (see http://blog.headius.com/2011/08/jruby-and-java-7-what-to-exp...).