Yes, I have often considered how I could employ GHC, for example. But it turns out, as always, that the devil is in the details. Ideally, one would think you could get away with just writing another backend and implementing another FFI calling convention for the JVM. Yet, projects like LambdaVM that pursue this approach are stalled or given up completly.
The difficulties are clearly stated in the Hasell wiki here https://wiki.haskell.org/GHC:FAQ#Why_isn.27t_GHC_available_f...