This is definitely one of the finer points you'll encounter on the exam .. or on the job .. if you are lucky enough to have one.
However ... in the meantime: when SLSBs are created the container knows everything about the bean in order to make it work. Therefore it can create the EJBObject at that point and put the bean in the pool. Contrast this with a CMP entity bean, where upon ejbCreate, the container doesn't know enough about the bean in order to actually create it.
For a SLSB, ejbCreate is a good time to use its context to do whatever needs to be done in preparation for client invocations. After ejbCreate it doesn't have a chance. And therefore the container needs to make it all available through the context, EJBObject, and so forth.
[Double-check all this

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Nathaniel Stodard<br />SCJP, SCJD, SCWCD, SCBCD, SCDJWS, ICAD, ICSD, ICED