Eventually I have found the issue.
Remove method might be invoked by home interface or the specified Entity instance. If we invoked remove through home interface then it would be internally invoked by instance. So to summon up, if we used container-configuration to the remove method only on home interace (I did not specify that configuration to the object interface), then default transaction type was taken instead of specified in the descriptor.
I am not happy that this works like this, because it is difficult to figure out what's going on. What's more if we used xdoclet (1.2.1) and did not specified that ejbRemove is interface-method then xdoclet created transaction configuration to home interfaces only.