As @Sören said, until the recent versions, it was just assumed that everything needs to be inside of a class, even the entry point of a program (maybe for injecting further dependencies inside the class). That is because Java is a purely object-oriented language (at least it was).

Now, you can write your main without actually defining any class. This happened since Java 21.

public static void main(String[] args) {
    System.out.println("Hello, World!");
}

The runtime would compile and automatically create a class around it, based on the name of the .java file containing the method.

This version allows you to define the main logic without even creating a method.

System.out.println("Hello, World!");

inside a MyRunner.java file would be translated by the JVM as:

public class MyRunner {
    public static void main(String[] args) {
        System.out.println("Hello, World!");
    }
}