No, this was simply a bug in 1.1.6, which has been fixed in 1.1.7.
As a workaround for 1.1.6, you need to specify the files where the
public and private components of the keypair will be stored, e.g.:
javakey -gk myname DSA 1024 pub_file priv_file
Generated DSA keys for myname (strength: 1024).
Saved public key to pub_file.
Saved private key to priv_file.
Jan