Where does this weird syntax come from? Why is it desired?
See section 3.3 of http://docs.oracle.com/javase/specs/jls/se7/html/jls-3.html
The intention is clearer when you have more than two levels of quoting. cf
Level ""-escapes Double-U 1 "\u1234" "\u1234" 2 "\u1234" "\uu1234" 3 "\\u1234" "\uuu1234" 4 "\\\\u1234" "\uuuu1234" ... n ""*(1<<(n-1))+"u1234" ""+"u"*n+"1234"