As a round of "asnswering your own question" the hsperfdata_$user directory does appear when I start jboss with a 64-bit jdk (on a 64-bit platform). So I suspect I am missing some libraries that makes it possible to connect to 32-bits proceesses. We have make the 32-bits compatibility with:
root # yum install -y glibc-devel.i686 libgcc.i686 libstdc++-devel.i686
Obviously, this is enough to run jboss in a 32-bits jdk, but no enough to do stiuff like jps and jstat.