CFX? you mean Apache CXF?
It seems to me that your service connects to something remote.... I don't think that is a JBossWeb problem.
Yes, CXF, appologies a typo.
What do you mean by 'service connects to something remote..'? My web service, which runs on jboss-web throws a SOAP fault exception. JAX-WS sets status 500 in that case. Inspecting the HTTP header comming as a response from jboss-web, it is evident that a Connection: Close was set.