Hi,
There is nothing written in specs that why RequiresNew can't be used but I think the possible reason is that in case of MDB with CMT the message receipt is included as a part of the bean's transaction . That means (message receipt + onMessage()) makes on transaction. If the specs would have allowed RequiresNew then you can see the problem with the message receipt.
This is what I think and I haven't read it anywhere .
Sawan
SCJP,SCWCD,SCBCD