I think I know the answer to my question. I think the answer to why there is no ActiveMQ admin console under JBoss is because it's not needed.
I started looking at the JBoss JMX Console and it appears that JBoss supplies MBeans that are needed to do most, if not all, of the administrative message broker activities.
Could someone please confirm if this is correct?
Yes you can do quite a lot with the JMX beans and the console. However other more specialized solutions are more user friendly.
Maybe the Jopr project will add some HornetQ management features...
Even better than the JMX MBeans is the JBoss 6.0 admin console.
You can manage JMS connections, queues and topics from a very simple user interface.
Even though I'm having some problems with it right now, it apperas to have everything that I need!