It shouldn't matter - but it does. Native dependencies are pretty important so a lot of effort has gone into solving that issue - but I don't think making Java and Node.js work together well is a high priority for anyone.
That said, closure being in JavaScript has more to do with choosing rhino than anything else. If you were starting a project like closure today you wouldn't use Java.
Re: advanced mode, totally depends on what kind of code you've got. Lots of inlineable functions and constants? Double digits easily. Lots of objects and DOM? 5% better than uglify is optimistic.