I think finally I could able to find the spec explanation for your and mine doubt.
See 14.3.8 and 184.108.40.206
The javax.ejb.EJBTransactionRolledbackException and javax.ejb.TransactionRolledbackLocalException are subclasses of the javax.ejb.EJBException. The javax.transaction.TransactionRolledbackException is a subclass of the java.rmi.RemoteException. It is defined in the JTA standard extension.
If a client receives one of these exceptions, the client knows for certain that the transaction has been marked for rollback. It would be fruitless for the client to continue the transaction because the transaction can never commit.