I don't know if this is really an issue, or an intended behavior, but I think it should at least throw a warning message.
I'm having the same issue right now... :-(
Fortunately a simple gem 'closure-compiler' in your Gemfile is enough to fix the issue but I don't know why Jammit automatically install the yui-compressor gem and not the closure one...
Yup, this is a problem. Will track it on #257.