It's due to how the REPL evaluates the input, which is ultimately as:
(hi)()
The additional parenthesis are added to force it to be an Expression:
  // First we attempt to eval as expression with parens.
  // This catches '{a : 1}' properly.
  self.eval('(' + evalCmd + ')',
      // ...
The intent is to treat {...} as Object literals/initialisers rather than as a block.
var stmt = '{ "foo": "bar" }';
var expr = '(' + stmt + ')';
console.log(eval(expr)); // Object {foo: "bar"}
console.log(eval(stmt)); // SyntaxError: Unexpected token :
And, as leesei mentioned, this has been changed for 0.11.x, which will just wrap { ... } rather than all input:
  if (/^\s*\{/.test(evalCmd) && /\}\s*$/.test(evalCmd)) {
    // It's confusing for `{ a : 1 }` to be interpreted as a block
    // statement rather than an object literal.  So, we first try
    // to wrap it in parentheses, so that it will be interpreted as
    // an expression.
    evalCmd = '(' + evalCmd + ')\n';
  } else {
    // otherwise we just append a \n so that it will be either
    // terminated, or continued onto the next expression if it's an
    // unexpected end of input.
    evalCmd = evalCmd + '\n';
  }