I've had the same experience with JBoss 3.0.4 and
3.0.6 under Red Hat Linux 8.0 with Sun JDK 1.4.1_01.
It seems to be an interaction with Jetty -- I switched
to JBoss 3.0.6+Tomcat, and haven't been able to
reproduce the behavior under that. JBoss 3.2.0RC2+Tomcat
appears to be fine as well, as far as the unexpected
shutdown is concerned.
However, I've found that Cocoon 2.0.4 is much happier
running with JBoss 2.4.10+Tomcat. Startup time is
much shorter, and memory usage is somewhat reduced.
I conducted my unscientific testing with the "default"
server configuration in each case.
I looked into this a while back. I seem to remember Cocoon actually calling exit(). I guess, if it is running in TC it detects it and does something different - probably a hangover from a commandline mode and the assumption that it would only ever be run in TC.
As for the speed issue. I will have to investigate. Startup time is not considered as important as runtime to Jetty, so the difference that you are seeing may be due to Jetty doing work now instead of later.
There is work going on to make Cocoon more portable. Hopefully the next release will include these enhancements.