I think you are overreacting You misinterpreted this statement I believe. For my understanding this sentence says that embedded containers might be a bit limited. Consider the example that you have EJB and CDI mixed together within your integration test. You can't really use both Weld Embedded and OpenEJB at the same time (or at least ain't that easy). On the other hand you can still use embedded Glassfish, which provides both.
I can't agree with you saying that embedded approach is not effective with Arquillian, it's more that embedded approach might not be the most effective approach in general. Based on my experience, integration tests for Arquillian Persistence Extension run slightly faster on AS7 managed comparing to GF 3.1 embedded.
For the reference which container provides which technologies please have to the reference documentation