At least on OS X, Groovy Shell (groovysh) has support for using the up arrow to recall the previous command, left arrow to move to the previous word, etc, besides using Ctrl+R to perform a reverse incremental search. From a quick glance at the "lib" directory it seems that it uses the jline library for this.
Please explain in detail exactly what you mean by 'readline editing', keeping in mind that Jenkins, as a Java tool, does not have easy access to the readline library (even ignoring the license issue entirely).