As the ejb is the main artifact generated by the maven-ejb-plugin and since it's a JAR artifact, it doesn't really matter if you're you using the ejb type or use the (default) jar type when specifying a dependency, AFAIK. (Similar to OSGi bundles, which sometimes also are created with the bundle packaging, but are just JAR files).
If you want to add a dependency to a secondary artifact (e.g. ejb-client, test-jar) or if the dependency has a different file extension, then you have to specify the type or the classifier.
The documentation seems to prefer to use the ejb type, but it also produces some noise and is sometimes slightly less maintainable to specify the ejb type everywhere. It is a very strict approach.