According to this[1], as of 2 years ago, hello world was only 2.63KB. It's probably even better now as there have been several releases in the past 2 years.
20 KB is as low as it gets, these days (not gzipped). But really, that doesn't matter in the least, because you don't write Hello World's with Scala.js. You write larger apps for which the cost of these few tens of KB is completely dwarfed by the size of your application code. Remember that jQuery itself is 40 KB, and nobody complains about it.
