It looks like you are confusing the setup application with the executable. And I also think that you are confusing the java jar application with the usual .exe.
Even then, all this is just bundles of code that can still be decompiled, but it's not as simple as unpacking the jar file, which are designed to be easily extracted.
Java is designed to run on the JVM, so packing it inside .exe is a bad form, as it immediately blocks it on Windows, which primarily hits the Java point. Therefore, I would consult with this.
As everyone has stated, it rarely happens that if your program works well and you like it, they will even think to decompile it. But if they want them to be just one web search, one way or another (regardless of language). As for commercial distribution, in most cases the software gets confused and distributed in it .jar, with the architecture-specific launch form .exe, .app, .bin, etc. Do not confuse users with the actual executable, which is usually a .jar somewhere.
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