Fixed in rev 61993 (so it's in AS 5 Beta 2). I suggest using AS 5.0 CR2.
PS. You shouldn't access an EJBs EM in another thread. The transaction isn't propagated, so you'll probably run into interesting problems.
I read in EJB3 specs that this should not be done, but then... should I use a plain jdbc connection to handle databases querys & inserts inside the Thread?