In this case, NoResultException is not causing the persistence provider to rollback the transaction. It is your Stateless bean's doAnything method that is throwing an exception, causing the transaction to rollback rather than execute successfully. It just happens that it is throwing the caught NoResultException, which then results the container throwing a TransactionRolledbackLocalException, which is why the doSomething method won't catch and print it.
Best Regards,
Chris
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