Sounds like your persistence unit is not configured for JTA or the Resource was delisted from the transaction. Have you enabled TRACE logging for the transaction manager yet? Steps are described here. You probably want TRACE logging for com.arjuna and org.jboss.as.jpa.
Also make sure that your persistence.xml does not have transaction-type=RESOURCE_LOCAL. You should also have a jta-data-source.
Thanks Scott! I havent event noticed the JTA checkbox when defining DS on Wildfly. My persistence unit had transaction-type=JTA, but JTA was not enabled on the DS. Now it works as expected.