It's not supported directly at the moment.
the wsdl value can reference any url, so if you put it in a war and deploy it you can reference it with a localhost.
BTW the opportunity to put a wsdl (aka an external reference) to the the client archive it's arguable, but if you create an issue on Jira I'll evaluate for next release.
What I would like to achieve is that the SOAPClient-based action I'm defining and the WSDL it references are deployed as a package. I agree with you that in the case where I want to define another action that uses the same WSDL, this solution could cause a problem. But in that case, we can deploy the WSDL in the war.
Jira issue has been created: https://jira.jboss.org/jira/browse/JBESB-1999.