"Why have a graph library when you can just embed the graph naturally in the data?"
Why do you need a graph library in Java? Why cannot you embed the graph into the data in Java?
class Node { List<Node> pointsTo; }
Java is a bit verbose, but it is not something from the devil. Also some of this verbosity is because of strong typing, which is self documentation, provides for nice tool support and for compile-time detected errors.
Of course you might need a graph library to use pre-packaged notrivial graph algorithms, but it is independent of the language used.