In fact in Rubygems, you can point to a Ruby git repository (like github) and have dependency management happen from there - no necessity for a centralized repository (like maven.org). This is how you share a ruby gem - http://guides.rubygems.org/publishing/#sharing_source_code . I can now specify in my Gemfile to pull a particular branch/tag/version of the gem directly from revision control.
The same thing happens with SBT or leiningen, except that they are JARs. I believe this comes from using maven as the backend. Therefore, either you need to setup a local repository or publish to Sonatype or some other place. This is how you share your scala code - http://www.scala-sbt.org/0.13.1-SNAPSHOT/docs/Detailed-Topic... . Remember, publishing means packaging into a JAR. If you were too lazy to package your code into a jar and publish it ... well, then it's cumbersome to work directly from the repo.
I really, really wish scala/clojure would enable the ability to work directly with source as packages - the big, big reason why it's not is the maven backend.