Kinda late but I just saw this topic.
On some mobiles you can fake it.
As Abuse mentioned, you will get keypresses and keyreleases. Some (iirc) also offer keyrepeats.
So by just tracking the keypresses and keyreleases, you could fake such a system.
The only problem is, some devices have problems with pressing multiple keys.
Say you press 5 and get a keypress. Then press 6 and again get a keypress. Release 5 ... no keyrelease.

So you could also just fake releasing the key if you knew which key was pressed before.
MIDP2.0 offers some features that make life a little easier, but then you are restricting yourself (fine for private projects).
HTH