Exactly. If it's starting from scratch, I have to download the scheme source, build it, resolve all compile problems within my environment before I can use it.
The usual distribution package of scheme is the source package. The usual distribution of JDK is the installable bundle. If the argument for scheme is that it's already installed and set up by the admin, then the same thing can be said about JDK. In term of ease of setup or installation to the end users, it's about the same.
Once the JDK and environment have been set up by the sys admin, the tools are just available to the end users.