javax.ejb.EJBException is a runtime exception, so it isn't an application exception, so wouldn't the usual rules for exception handling in bean methods apply? I'd expect the bean to get composted (i.e. transition to the 'does not exist' state). I think spec 18.3.3, pgs 378-379 apply. While the spec culls out container callbacks for special attention, it looks like it follows the same principles of runtime-exception-equals-bean-death as business methods do.
Well you always have the option of catching an exception that was thrown to you and doing something about whatever the problem is, but if you decide to let the runtime exception propagate up the call stack, your bean instance is toast.