[shell] Why I can't change directories using "cd"?

The cd in your script technically worked as it changed the directory of the shell that ran the script, but that was a separate process forked from your interactive shell.

A Posix-compatible way to solve this problem is to define a shell procedure rather than a shell-invoked command script.

jhome () {
  cd /home/tree/projects/java
}

You can just type this in or put it in one of the various shell startup files.