Looks like EJBContainer.createEJBContainer API works only for local EJBs but not for remote EJBs. I confirmed it by running v2/appserv-tests/devtests/ejb/ejb31/embedded/remote test, that fails with the same exception as reported in this issue. Thats probably the reason why 'remote' test is not included in the ejb31/embedded/build.xml, hence it is not run as part of the complete test suite.
Now, to be able to test remote EJBs with Embedded GlassFish, one should use the maven-embedded-glassfish-plugin.
I have updated the testcase for the same and attached it here. It works fine. (All your EJBs remain the same, but only the deployment happens via maven glassfish plugin)
If you wish, please raise a bug in glassfish project under 'ejb_container' component to fix EJBContainer.createContainer API for remote EJBs.
Since I am giving an alternative way to test remote EJBs with the Embedded GlassFish, I am closing this issue.