Why I can't mark the current transaction to roll back ?
ejbCreate never runs in the context of a transaction, so there is nothing to mark for rollback.
Why I can't Determine whether the transaction has already been marked for rollback?
Same reason as above.
Why I can get a reference to the transaction? (no for stateless)
A BMT stateful session bean demarcates its transaction boundaries, and is allowed to do this from ejbCreate. For CMT beans, demarcation is started from the business methods.