interceptor.afterTransactionCompletion should be invoked in SessionImpl.afterTransactionCompletion, but it is only called if the tx parameter is not null. When running under a CMT environment, that parameter will always be null.
org.hibernate.engine.transaction.synchronization.internal.SynchronizationCallbackCoordinatorImpl#afterCompletion passes null as a transaction argument to org.hibernate.engine.transaction.spi.TransactionCoordinator#afterTransaction.

This is the stack which leads to the call (line numbers are from v4.0.1 code):
org.hibernate.internal.SessionImpl.afterTransactionCompletion(SessionImpl.java:521)
org.hibernate.engine.transaction.internal.TransactionCoordinatorImpl.afterTransaction(TransactionCoordinatorImpl.java:144)
org.hibernate.engine.transaction.synchronization.internal.SynchronizationCallbackCoordinatorImpl.afterCompletion(SynchronizationCallbackCoordinatorImpl.java:126)
org.hibernate.engine.transaction.synchronization.internal.RegisteredSynchronization.afterCompletion(RegisteredSynchronization.java:61)
com.arjuna.ats.internal.jta.resources.arjunacore.SynchronizationImple.afterCompletion(SynchronizationImple.java:96)
com.arjuna.ats.arjuna.coordinator.TwoPhaseCoordinator.afterCompletion(TwoPhaseCoordinator.java:402)
com.arjuna.ats.arjuna.coordinator.TwoPhaseCoordinator.end(TwoPhaseCoordinator.java:103)
com.arjuna.ats.arjuna.AtomicAction.commit(AtomicAction.java:164)
com.arjuna.ats.internal.jta.transaction.arjunacore.TransactionImple.commitAndDisassociate(TransactionImple.java:1165)
com.arjuna.ats.internal.jta.transaction.arjunacore.BaseTransaction.commit(BaseTransaction.java:117)
com.arjuna.ats.jbossatx.BaseTransactionManagerDelegate.commit(BaseTransactionManagerDelegate.java:75)
org.jboss.tm.usertx.client.ServerVMClientUserTransaction.commit(ServerVMClientUserTransaction.java:167)
org.jboss.seam.transaction.UTTransaction.commit(UTTransaction.java:52)
org.jboss.seam.jsf.SeamPhaseListener.commitOrRollback(SeamPhaseListener.java:609)
org.jboss.seam.jsf.SeamPhaseListener.handleTransactionsAfterPageActions(SeamPhaseListener.java:352)
org.jboss.seam.jsf.SeamPhaseListener.preRenderPage(SeamPhaseListener.java:566)
org.jboss.seam.jsf.SeamPhaseListener.beforeRenderResponse(SeamPhaseListener.java:468)
org.jboss.seam.jsf.SeamPhaseListener.beforeServletPhase(SeamPhaseListener.java:146)
org.jboss.seam.jsf.SeamPhaseListener.beforePhase(SeamPhaseListener.java:116)
com.sun.faces.lifecycle.Phase.handleBeforePhase(Phase.java:228)
com.sun.faces.lifecycle.Phase.doPhase(Phase.java:99)
com.sun.faces.lifecycle.LifecycleImpl.render(LifecycleImpl.java:139)
javax.faces.webapp.FacesServlet.service(FacesServlet.java:594)