Cannot begin transacton in code called from @Asynchronous EJB method

Issue

• When we try to start a transaction from code called by an @Asynchronous EJB method, it fails with

javax.transaction.NotSupportedException: BaseTransaction.checkTransactionState - ARJUNA016051: thread is already associated with a transaction!
  at com.arjuna.ats.internal.jta.transaction.arjunacore.BaseTransaction.begin(BaseTransaction.java:72)
  at com.arjuna.ats.jbossatx.BaseTransactionManagerDelegate.begin(BaseTransactionManagerDelegate.java:65)
  at org.jboss.tm.usertx.client.ServerVMClientUserTransaction.begin(ServerVMClientUserTransaction.java:142)
  at test.TestServlet$1.run(TestServlet.java:54)
  at test.MyEJB.run(TestServletBean.java:13)

class MyEJB {
  @Asynchronous public void run(Runnable r) {
    r.run();
  }
}


public class TestServlet extends HttpServlet {
  @EJB MyEJB ejb;

  protected void doGet(HttpServletRequest request, HttpServletResponse response) throws ServletException, IOException {
    ejb.run(new Runnable() {
      public void run() {
        try {
          InitialContext context = new InitialContext();
          UserTransaction transaction = (UserTransaction) context.lookup("java:jboss/UserTransaction");
          transaction.begin();
          transaction.commit();
        } catch (Exception e) {
          throw new RuntimeException(e);
        }
      }
    }
  }