Doesn't it have something to do with the domain the EJB modules inside each EAR? My custom interceptor is inside its EAR ejb module. Shouldnt it have its own jboss-classloading.xml file?
I doubt it.
EJBs are probably in your sub-deployment (x.ear/my-ejbs.jar), which belongs to root CL (as one of its roots).
So same rules should apply.