Let me take a stab at answering this...
This is something that Servlet 3.x is responsible for (somebody correct me if I'm wrong). The web-fragment.xml resources may or may not be visible to the Servlet engine, depending on the container and the packaging of the application. For example, I found that if I packaged my application as an EAR and deployed in JBoss AS 6.0.0.Final, the Servlet engine didn't pick up the web-fragment.xml from some of the Seam modules (weld itself was fine).
What packaging are you using? What container are you deploying to?