We're seeing this behavior too.
Is there anything to configure with regards to the default.script file?
Oh, I forgot to mention: We're running 3.2.1 on Solaris with Java 1.3.1_07
As 3.2.1, JBossMQ uses a JBCD persistence manager to the HSQL database. If you want the same behavior as 3.0.7 (I suppose it was file persistence) just change the persistence manager (check jbossmq-service.xml in deploy/jms)