JAX-WS endpoint as Stateless EJB with SecurityContext returning wrong user (Anonymous) in JBoss EAP 7

Issue

In a JAX-WS endpoint as Stateless EJB, the securityContext.getCallerPrincipal().getName() is always returning Anonymous name, even when an user is informed.

@Stateless
@WebService()
public class HelloWorldImpl implements HelloWorld {

    @Resource
    private SessionContext securityContext;

    @Override
    public String hello() {
        return "User:"+securityContext.getCallerPrincipal().getName();
    }
}