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When developing an EAR application, one of the persistence packaging schemes is to have the entity classes in a separate JAR that is located in top level of the EAR. This is to allow the entity classes and persistence unit to be accessible for EJB modules as well as WAR modules. When the persistence unit is packaged as such, it is not possible to use the "Create Session Bean for Entity Class" feature in the EJB project. The wizard indicates that there is no persistence unit and does not see the entity classes. This is true even though the JAR that contains the entity classes is listed as a library of the EJB project.
This is a valid issue, but unfortunately there is no time to do this for 6.0. Thanks for reporting in any case.
When the Java library project with library classes is listed as a library of the EJB project, then I can generate session beans successfully. Making the EAR libraries available to the EAR modules is a whole feature, which was never planned, so there is no point in tracking this issue as a defect.