I think the idea of a portable Clojure CLI wrapper sounds nice, but for most platforms: Linux, BSD, OSX,
bash might actually be a better option, since it just works, and is fast enough. No need to compile to different targets, have a 32bit and a 64bit version, or download the appropriate version for your platform.
If GraalVM's native image was out of preview, especially on Windows, I'd personally lean towards that. Based on this benchmark: https://github.com/chocolateboy/startup-time it is as fast as bash, actually faster.
Based on the above benchmark and this one: https://github.com/bdrung/startup-time, it seems Pascal might actually have the smallest startup time of all, followed by C. It shows that Nim is almost as fast as C, faster then Go and Bash.
It does seem a bit weird to rely on another language, but then again, bash is also another language, though for some reason, it seems less weird to depend on. Windows not supporting a proper Bash is a real shame though.
I'd still vote for GraalVM native image if it is in a good enough shape to work on Windows. With the active work Oracle is doing on it, it should just keep getting better over time. And I don't think anything the Clojure CLI starter script is doing won't work with Graal. And it is Clojure all the way.
Otherwise, going with Nim or C or Pascal or Go instead of bash is a decision I feel only the maintainers should make. The bash pipeline is the easiest. Just package the script, no need to compile it for different targets and publish different installers. That's also way easier than Graal would be. I understand why that choice was made. The Windows case does make an argument to lean for something else though.
Anyways, just wanted to add some of the benchmark info here, especially that Graal native image should be competitive with bash in terms of startup time.
To make this more of an answer, I guess I'm answering that bash provides the simplest packaging of all the options, which made it a sound choice at first, but with Windows added to the mix, we see that bash isn't portable enough, and thus either we need two implementations, in this case, one in bash and one in powershell, or a more portable language like Java with GraalVM compilation, Nim, or C, would result in allowing a single code base to wok across platforms, but at the cost of a more complicated compiling and packaging pipeline.