Crapps
I'm a Symbian user (shock horror!) so I've used plenty of Java ME apps as well as many native apps. And nearly every time, the native apps have been much better. Whilst there are good Java ME apps out there (the Dilbert one from Ovi is excellent and free, go download it), the majority are pretty poor and the experience sucks as soon as you run it on a phone it wasn't aimed at.
Java ME should by rights be far more widely adopted since it turns a dumbphone into an almost smartphone and there's literally billions of Java ME handsets out there, but for whatever reason, compatibility never seems that good.
The next issue, and one that would be fixed by a hugely increased scope of the Java app store, is that the app downloads from a lot of operators and/or game developers don't work on the basis of profiles.
For instance, looking at the www.orangedownloads.co.uk website right now, games that show as compatible on the Nokia N82 don't show as compatible with the N86. Sure, slightly different Symbian revision on it, but should work. So lets try comparing with the N95 8GB which does run the same version of Symbian. Damn, same apps don't show as compatible on virtually identical hardware and software with little more than a product code (and different plastic housing) to differentiate.
My point is that the Java ME apps market gets huge amounts of potential custom blocked right at the start when the app store sells them on the basis of manually having been tested with a particular handset and only becomes available after it's been added to a "supported" list by a person. End result - Java ME become a hassle for users and less profitable for developers.