Thanks Oscar Arias.

If key columns are not explicitly indicated, then Oracle JDBC drivers cannot identify which columns need to be retrieved. When a column name or column index array is used, Oracle JDBC drivers can identify which columns contain auto-generated keys that you want to retrieve. However, when the Statement.RETURN_GENERATED_KEYS integer flag is used, Oracle JDBC drivers cannot identify these columns.

That is so not the case when an IDENTITY column is involved. That is backward thinking on their part there based on the legacy non-support for IDENTITY columns.