Tuomas Kiviaho, I believe this is expected. Section of the user guide, 5.2.2. Performing enhancement [1], has the following note:

"Also, at the moment, only annotated classes are supported for run-time enhancement."

[1] http://docs.jboss.org/hibernate/orm/5.2/userguide/html_single/Hibernate_User_Guide.html#BytecodeEnhancement-enhancement