This _tangentially_ manifests when running the test with Zero:
$ CONF=linux-x86_64-zero-fastdebug make exploded-test TEST=compiler/cpuflags/TestSSE4Disabled.java
Unrecognized VM option 'UseSSE=3'
Error: Could not create the Java Virtual Machine.
Error: A fatal exception has occurred. Program will exit.
I think we can test that target CPU supports SSE4, and only run the test then. It would implicitly fix Zero test failure too, as Zero impersonates a "generic" featureless CPU. Plus, it would stop running the -Xcomp test on arches that do not actually need to run this test.