It's not clear if the session bean can have interceptor binding and what rules (if any) apply to this case. In the beginning of chapter 9. Interceptor bindings there is following statement:
Managed beans and EJB session and message-driven beans support interception.
But at the end of "9.3. Binding an interceptor to a bean" There is only:
If a managed bean has a class-level or method-level interceptor binding, the managed bean must
be a proxyable bean type, as defined in Section 3.15, “Unproxyable bean types”.