Well, you don't need extensions, but lots of library interfaces still use them because they haven't been updated to FFI. So sometimes you can't use the code you want. The good news is that it's usually pretty painless to whip up your own FFI binding.
We've been very lucky to have a lot of ingenious JRuby users help port some of those extensions or produce API-compatible wrappers around equivalent Java libs. There's still C exts we don't have equivalent JRuby exts for, but things are much better than they used to be.
