*sigh*
I have figured it out by pure fluke. The correct package that will intall j-web on the current JTAC reccomended release of JunOS 15.1R5.5 is actually jweb-ex-app-15.1A3-signed.tgz and not jweb-15.1R5.5-signed.tgz which is linked from the download page !
So again, just install jweb-ex-app-15.1A3-signed.tgz and all is good.
Juniper should clarify that. Why is that package jweb-15.1R5.5-signed.tgz even available if it can't be installed anyway ?!