You mean, why application-managed persistence contexts are not transaction-scoped ? You don't want the container to mess up with your application-managed stuff (EntityManager, persistence context), do you ? You are the one who controls the scope of the entity manager and its persistence context. You are the one who must close the entity manager. Why would you need a transaction scope ?
Yes I agree, as Christophe says, that an application-managed persistence contexts must be managed by the application(as its name says )
Additionally, when a JTA application-managed entity manager is used, if the entity manager is created outside the scope of the current JTA transaction, it is the responsibility of the application to associate the entity manager with the transaction (if desired) by calling EntityManager.joinTransaction.
For resource local transactions, the entity manager should start and commit the transaction by itself. Please see "5.7 Application-managed Persistence Contexts" of ejb-3_0-fr-spec-persistence.