I don't know why JBoss does not complain about non-existent modules, but I highly recommend that you do not try to exclude JAXB. There be many dragons that way.
You're far better off making your code JAXB 2.1/2.2 compliant.
I think your jboss-deployment-structure.xml isn't being picked up. Or maybe we don't complain about non-existent modules in the exclusions section (I'll have to check the code) - which would make sense, since I don't see a point why we should complain when the module is being asked to be excluded anyway. What's the output of:
jar -tf myear.ear
The problem is that exlusions only work for direct module dependencies, they don't for for indirect dependencies when a module is re-exported from another module.
In this case the culprit is the javaee.api module, which is added by default and exports the java.xml.bind.api module. If you exclude this module as well then it should work (you may have to manually add some of the other modules that are imported from javaee.api).
In wildfly upstream javaee.api is not added to deployments by default, so this should work as expected.