You can if you build the clojure jar yourself. Just follow the ant part of the clojure README to generate your own jar. Then you have a super portable clojure jar again. https://github.com/clojure/clojure/
Linux can use brew as well, or just download an installer shell script and run it.
Windows can use an (alpha) installer for Powershell or use Scoop via this bucket https://github.com/littleli/scoop-clojure
That's for the official CLI that works with deps.edn files for dependencies.
You can also download Leiningen -- a single shell script (macOS/Linux) or batch script (Windows).
If you use brew/scoop, I don't think you even need a JVM installed as they will do that automatically.