I allow myself to rewrite completely my answer cause it wasn't clear at all and worse, some things were simply wrongs.
The fact is that you (and I) are mixing EJB and JPA terminology.
JPA is only talking about entity beans. Session bean (including CMT and BMT) are part of the EJB spec.
In JPA we will talk about container-managed and application-managed entity manager linked to JTA or resource-local persitence unit.
Here are the relevant part of the JPA spec :
A container-managed entity manager must be a JTA entity manager. JTA entity managers are only specified
for use in Java EE containers.
An application-managed entity manager may be either a JTA entity manager or a resource-local entity
manager.
[...]
Both JTA entity managers and resource-local entity managers are required to be supported in Java EE
web containers and EJB containers. Within an EJB environment, a JTA entity manager is typically used.
In general, in Java SE environments only resource-local entity managers are supported.
[...]
An entity manager whose transactions are controlled through JTA is a JTA entity manager. A JTA
entity manager participates in the current JTA transaction, which is begun and committed external to the
entity manager and propagated to the underlying resource manager.`
[...]
When a container-managed entity manager is used, the lifecycle of the persistence context is always
managed automatically, transparently to the application, and the persistence context is propagated with
the JTA transaction
So you will need to define 2 persistence unit only if you want to use a JTA (weather or not container-managed) entity manager in the java EE application.