About the stage title, it looks like just a few Kanji, not a complete font. It's pretty common. It looks like the game decompresses only the necessary characters and puts them in the memory, so you won't be seeing all the kanjis at once.
About Java, if you just run the program and then close Java VM later, there's no problem. The warnings are usually to servers and people who let Java run 100% of the time.
EDIT: I think I've found it, but like I thought, the game only decompresses the characters printed on screen, not the whole font at once (it decompresses the whole roman alphabet, though).
As you can see, some letters are properly aligned, while others are not. The kanjis all look aligned, though. I don't know if this is what KingMike referred to as "interleaving", but I recall seeing a similar question before in the board. I think it was about how some tile tools deal with width values. I never looked at these kind of fonts before, so I'll let someone more knowledgeable help you.