JDBC-resource access inside embeddable ejb container is a bit tricky. JDBC resources are managed by appserver not by ejb container. When you run embeddable ejb container, the appserver may not be running. You are also accessing the jdbc resource outside the appserver VM.
This type of usage is not portable with no guaranteed transaction support, and varies from appserver to appserver. In GlassFish, you can check the resource configuration: allow non-component, non-transaction, etc.
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