The application is actually launched using a launch4j generated .exe file but I know it uses javaw.exe to start it.
I haven't used launch4j in a while, but I'd be fairly suprised if it directly did this. Most of these apps start the jvm themselves, rather than shelling out to javaw.
The only difference between java.exe and javaw.exe is that java.exe automatically attaches a console. The bug that you reference (and the others referenced by it) were closed as Sun doesn't appear to be interested in making the handling of Windows logoff events better. From what I can tell, it only works with java.exe, because the console itself handles the WM_MESSAGES in such a way that it slows down the shutdown process.
It appears that the only easy workaround at the moment is to change the "headerType" in your launch4j config to "console". Obviously, this brings with it an ugly console.
I think the other alternative would be to use some sort of native wrapper of your on that handles windows messages in a cleaner way.