The launcher <jdkhome>[/jre]/java-rmi.exe, new in JDK 6 on Windows, is broken. It behaves just like any 'java.exe' launcher instead. It should also be named 'java-rmi.cgi' according to the JDK 6 build instructions.
The reason is that the JDK 6 build instructions in j2se/make/sun/rmi/cgi/Makefile is incomplete, not explicitly setting FILES_o, causing Program.gmk to override the local definitions of FILES_c, to build from the source at j2se/src/windows/bin/java-rmi.c, with normal java launcher defaults. A probable solution is to explicitly set FILES_o in the same way as has been done in j2se/make/java/jexec/Makefile.
It actually seems as if the rewrite of Program.gmk caused the build of java-rmi.cgi to fail, keeping the name java-rmi.exe, thus causing it to be included in Windows builds that as one of the final build steps in Release.gmk copies *.exe to the target bin directory.
Reading the build it seems the intention is to actually ship a working version of java-rmi.cgi also on Windows, so please update both the java-rmi.cgi build instructions and the Release.gmk packaging script to include it.