If Client is associated with Transaction - T1 and invokes the MDB having transaction attribute Not Supported.
Client cannot call the MDB directly because client will simply generate the message for some specific Queue or Topic in the container and it is not required that MDB should be up at that time, MDB can be down. If destination is Queue or Durable Topic then after the MDB will be up, it will get the message.
So container calls the onMessage method of MDB, so there is no client associated with it and hence no transaction context. That is why MDB supports only two transaction attributes NotSupported or Required. If MDB's attribute is NotSupported then it will run in un specified transaction context and if transaction attribute is Required then a new transaction will be started by container.
Hope it clarifies.