The class org.jboss.jmx.connector.invoker.AuthenticationInterceptor has a bug.

In the file deploy/jmx-invoker-service.xml i had enabled the "commented out" AuthenticationInterceptor on the definition of the
org.jboss.jmx.connector.invoker.InvokerAdaptorService MBean.

If the current Thread has a Principal (SecurityAssociation.getPrincipal()) then before the AuthenticationInterceptor the Principal is returned.
After the AuthenticationInterceptor NULL is returned.

Problem is similar to the bug JBAS-6449 where the problem was in the org.jboss.jmx.connector.invoker.InvokerAdaptorService.

The AuthenticationInterceptor sets the SecurityContext in line 94-95, but didn't save the current one to restore it afterwards.
SecurityContext sc = SecurityActions.createSecurityContext(securityDomain);
SecurityActions.setSecurityContext(sc);