Why do I need to update my Java?

I've been having this problem a couple of times now. The .exe I'm trying to open up is a Shimeji and it had worked perfectly fine in a previous version of Java.
But now, every time I try to open it, another window flashes up and I assume that it's trying to get me to update to a new version of Java since it opens up my browser with a Japanese version of the website whenever I click the "yes" button.
My question is if the .exe had worked perfectly fine in the previous Java, why must I update to a new one and not get the .exe to work anymore if I don't?
I'm worried that it might damage something and I won't get to open the Shimeji anymore.

