I think the answer is that this example is illustrating a runtime deployment of a bean. You can certainly use the jar file in the folder mechanism as well.
Since this is an embedded jboss, the assumption is that you want my finer grained control of the jboss environment. Actually, I will be making heavy use of the virtual jar deployment in my project
Yes, the "virtual archive" capability is an option. Its pretty useful in IDE environments where you want to do unit testing, but don't want to bother (or you can't) create the jars.