It's read this in Servlet 3.0Final Spec, 15.5.3 @EJBs Annotation
It says basically that you can annotate Servlet classes with one or more @EJB annotations just to declare that some EJBs should be available to this servlet class. But you still have to actively get a reference to the allowed EJBs via JNDI. It also says that this is just a convenient way to avoid that you have to declare the accessible EJBs in the web.xml descriptor.
Above this in the spec is an example with only one @EJB injection into a member variable in a servlet where it notes nothing about JNDI. Maybe the JNDI lookup is only necessary if you declare multiple @EJBs which wouldn't make much sense to me
Sorry that I can't tell you more about this but I don't really understand it in detail from this short explanation in the spec. Maybe you're willing to take the time to have a look into the specification yourself...
Marco