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If you were building a programming language, would you write it in Java or Rust?

I'm not personally a fan of Java, but if I was implementing a compiler, I'd pick a language with GC. There's pretty much no downside to a GC in that context, and it gives you more flexibility when working with graph data structures.

If 'building a programming language' means writing an interpreter or VM, then I can see the attraction of Rust for that case. But writing interpreters and VMs is like 0.0001% of the programming that gets done in the world.

Graal and Truffle make the JVM look attractive, especially for this case!

In those two alone, Java.

There is no reason I would care about borrow checking implementing a compiler, and besides all the tooling, Java also has stuff like ANTRLR and MPS, and naturally Graal is a good playground for compiler backend tooling.

However in general, I would rather look into OCaml, Haskell, F#, Scala.

I wouldn't be surprised if that was closer to the truth. A heck of a lot of boring software runs on the JVM. That said, it's a slightly different niche from command line tools.

Alongside C# in more Microsoft influenced culture shops. :)