Hi Himai,
Did you take that phrase from this section of the specs?
13.3.4.2 javax.ejb.EJBContext.setRollbackOnly Method
An enterprise bean with container-managed transaction demarcation can use the setRollbackOnlymethod of its EJBContext object to mark the transaction such that the transaction can never commit. Typically, an enterprise bean marks a transaction for rollback to protect data integrity before throwing an application exception, if the application exception class has not been specified to automatically cause the container to rollback the transaction.
This section is talking about the usage of the setRollbackOnly() method, not about system exceptions.
Chapter 14 deals with exceptions, and you might want to read
14.2.2 System Exceptions to answer your question.
Regards,
Frits