Why is main() in java void?

The main() method must indeed have a void return type. From the Java Language Specification on “Execution – Virtual Machine Start-Up” (§12.1.4):

The method main must be declared
public, static, and void. It must
accept a single argument that is an
array of strings.

It goes on to describe when a program exits in “Execution – Program Exit” (§12.8):

A program terminates all its activity
and exits when one of two things
happens:

• All the threads that are not
  daemon threads terminate.
• Some thread
  invokes the exit method of class
  Runtime or class System and the exit
  operation is not forbidden by the
  security manager.

In other words, the program may exit before or after the main method finishes; a return value from main would therefore be meaningless.
If you want the program to return a status code, call one of the following methods (note that all three methods never return normally):

• System.exit(int status) – Equivalent to Runtime.getRuntime().exit(status)
• Runtime.exit(int status) – Terminates the currently running JVM by initiating its shutdown sequence (run all registered shutdown hooks, and uninvoked finalizers, if necessary). Once this is done the JVM halts.
• Runtime.halt(int status) – Forcibly terminates the currently running JVM.

Of the three, System.exit() is the conventional and most convenient way to terminate the JVM.