First let me say I do see the OracleExceptionSorter called on a connection error if I setup my application to use Oracle instead of MSSQL.
When testing with Oracle I'm using the JBoss internal connection pool and have the <exception-sorter-class-name> set to a subclass of org.jboss.resource.adapter.jdbc.vendor.OracleExceptionSorter just so I can log when isExceptionFatal() is called.
I'm stopping the database to force the connection errors.
When testing with MSSQL I set the datasource <exception-sorter-class-name> to my MssqlExceptionSorter class. When the database is stopped I don't see it's isExceptionFatal() called.