From the EJB3.0 spec:
"The term "stateless" signifies that an instance has not state for a specific client. However, the instance variables of the instance can contain the state across client invoked method calls."
OK - then it makes sense.
I guesss objects isn't injected at every lookup then, but only once per session bean. So don't set an injected object (ex. spring enjected) to null, because that will affedt other sessions looking up the same stateless bean.