Security is not being used as your ejb's are not associated with a security domain.
You need something like this in jboss-ejb3.xml:
<?xml version="1.0"?>
<jboss:ejb-jar xmlns:jboss="http://www.jboss.com/xml/ns/javaee"
xmlns="http://java.sun.com/xml/ns/javaee"
xmlns:s="urn:security"
xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
xsi:schemaLocation="http://www.jboss.com/xml/ns/javaee http://www.jboss.org/j2ee/schema/jboss-ejb3-2_0.xsd
http://java.sun.com/xml/ns/javaee http://java.sun.com/xml/ns/javaee/ejb-jar_3_1.xsd"
version="3.1"
impl-version="2.0">
<assembly-descriptor>
<s:security>
<ejb-name>*</ejb-name>
<s:security-domain>other</s:security-domain>
</s:security>
</assembly-descriptor>
</jboss:ejb-jar>