It can be intersting if you want to have access to all the Java libs (that's one of the ideas of Clojure or Scala for example) and / or if you want to be able to be embedded in a client JVM (e.g. to write Scheme applets or sandboxed code). The latter cannot be solved by a JNI / FFI solution.
Access to the vast corpus of java libraries was the cited reason.
One interesting point that was made was that when you access the external libraries, it causes the scheme code to start to become less scheme-like and more like a java program written in scheme.