I'm not sure this (interceptor invocation) is required by the spec (EE 6, CDI 1.0 or JAX-WS 2.x). Although your endpoint is valid CDI bean JAX-WS probably does define its own lifecycle for SEI. JAX-WS spec does not say a word about CDI integration. EE 6 spec states: service endpoints and handlers support injection (this works right now). CDI spec states: built-in request/application contexts are active during web service invocation (this works too). On the other hand EJB spec allows SLSB and singletons to be JAX-WS endpoints.
So I'd recommend either use EJB (SLSB, singleton) or inject separate managed bean with app logic and bind interceptor to this bean (like the source in the first comment).