Ok I figured out the answer to this issue. Apparently you can not just download the fully built .jar file for ICU and just drop it in. It does not contain the data files.
You HAVE to:
- Download the .tgz file that says "gzipped tar archive including the entire source package"
- Uncompress that file and cd into that directory
- Run "ant" to build ICU4J yourself
- It will create a icu4j.jar file which contains the data files you need. You can drop that into your libs directory and amend your gradle build.gradle file to include it
Would have helped if this was explained somewhere on their site or if they actually provided a .jar file that included the data files. This caused about a day long headache to figure out so hopefully this helps someone else.