Of course, you have to consider whether you SHOULD escape it.
I do believe you probably have more control over Java's threads, making them a bit more verbose. But, both Java itself - as you mention - and languages built on top of the JVM have ways to make it less verbose.
For me Golang has far weaker and less flexible error handling semantics.
And concurrency is more verbose in Java but it's easy enough to abstract it behind a wrapper.
Where as you can't escape Golang's error handling.