I'm afraid that many users still don't know what Java Web Start, so they may get confused by the small, single .jnlp file. So is it possible to wrap it as a very normal application, i.e. Windows .exe(or OSX .app) with pretty icon?
"The shortcut element can be used to indicate an application's preferences for desktop integration." The desktop element in particular allows platform-specific integration in a way that users expect.