Until now I had my integration tests running with Arquillian and an embedded Glassfish 4.x. As I suffer from bug ARQ-1458, I tried migrating to Wildfly 8.0.0.Beta1.
Well, I guess that it works differently w/ Wildfly than with Glassfish:
https://community.jboss.org/thread/236562
:(
Edit: Docker adds another perspective on this issue. I could easily manage the external container using Docker and Maven while still using Arquillian. Did not test it yet, but if someone stumbles upon this...