Application servers do need JDK installed, few like Tomcat asks for JDK installed directory when you try to install Tomcat, and app. servers like Weblogic will come bundled with JDK in it.
All the jsp files will be converted to java files, compiled to .class file first time when you access them its a one time task so it doesn't make much difference. Usual way is warming up the server for the first time when you deploy your application so that all the jsp files will be compiled and ready for the next request.
If you are concerned with security try placing them in WEB-INF/jsp so that these files will not be accessible directly by typing the jsp file name in the browser. All these jsps will be accessed by struts actions using forwards or redirects.