I finally got this resolved. It is absolutely possible to implement this behavior. If I were developing a single EAR I wouldn´t have experienced a problem like this.
Since I'm developing several enterprise applications (EAR modules) over JBoss AS 7 which need to communicate through their local interfaces, I need to publish them as modules (including DTOs). Even I was getting no other symptom of errors or problems but the one I described, the issue was caused because my module must declare the dependency over jaxb api. Otherwise the annotations have no effect. Once I added this dependency to the module, everything started to work normally as expected :-).
Important things to remember here:
Declare your sub classes as the following within your parent class:
@XmlSeeAlso({Pojo1.class, Pojo2.class, ...})
If your classes are published as a JBoss module, do not forget to declare the jaxb dependency.
I hope this may help others like me in the future :-).