(Damn! That's one brilliant bit of animated goodness there! Please would you both get these JNLP links onto the front page somehow)
<edit> Oh yeah, back to the question... there is probably scope for a proper OpenGL widgety lib thing, but one that is somewhat better and more robust than my crap open sourced offering which I pulled out of Alien Flux. I had started on such a thing with a pluggable look & feel like Swing but it's too much work for me to do now so I've had to can it for the foreseeable future.
I'd very much like to see such a project grow to maturity though. Just remember it doesn't have to be nearly as complicated or clever as Swing - it's only a game GUI.