I do not think you can avoid the msmdpump.dll in IIS if you want to call Analysis Services from Java.
The Analysis Services server itself uses SOAP structurally but a Microsoft specific binary SOAP format (see http://sqlblog.com/blogs/mosha/archive/2005/12/02/analysis-services-2005-protocol-xmla-over-tcp-ip.aspx for some details). This communication protocol is understood by the ADOMD.NET client driver and msmdpump.dll and nothing else. Thus you can can use write your application in .net or any language capable of interfacing with .net - or you can use any environment on the client that can send and receive http requests via msmdpump.dll hosted in IIS. Actually, msmdpump.dll does nothing else but a translation between TCP using binary compressed XML and http using uncompressed standard XML (and translating between the http authentication mechanisms and integrated security which also can be difficult to implement in Java).
As far as I am aware, Microsoft claims some rights on their binary protocol, so you may even violate their rights in case you would try to develop a tool yourself that directly talks to AS from Java.
Thus the only way to not use msmdpump.dll in IIS as a proxy between you Java application and the AS server would be to develop your own proxy in .net that would more or less implement what msmdpump.dll does already: translate between TCP using binary compressed XML and some other protocol that you define between your .net component and your Java component, probably just exchanging the XMLA request and the XML answer. Or you could implement a more high-level API between ADOMD.NET and your Java application. But there would be no way around some .net development in this case, which I would not think to be worth the effort and complexity.