I think I see is Pessoa has a reference to PessoaIntegracao in OneToOne association annotated with cascadeType.ALL .
Which means when p is persisted, it will cascade a persist operation on pi as well.
So, a persist on pi again should be the cause of the exception. However, that should have given some PersistenceException.
You might have to look at the complete stack trace and see if you have any clues related to this.
Hope that helps.
( SCBCD 5, CCENT, SCJP 5 )
subject: javax.ejb.EJBTransactionRolledbackException: Transaction rolled back