It looks like UDP.createEphemeralDatagramSocket() swallows any errors it gets while creating the socket, and throws this exception after trying to bind to all ports in the 0 - 65535 range:
java.lang.IllegalArgumentException: port out of range:65536
at java.net.InetSocketAddress.checkPort(InetSocketAddress.java:143)
at java.net.InetSocketAddress.<init>(InetSocketAddress.java:185)
at java.net.DatagramSocket.<init>(DatagramSocket.java:284)
at org.jgroups.util.DefaultSocketFactory.createDatagramSocket(DefaultSocketFactory.java:62)
at org.jgroups.protocols.UDP.createEphemeralDatagramSocket(UDP.java:429)
at org.jgroups.protocols.UDP.createSockets(UDP.java:311)
at org.jgroups.protocols.UDP.start(UDP.java:216)
at org.jgroups.stack.ProtocolStack.startStack(ProtocolStack.java:966)
at org.jgroups.JChannel.startStack(JChannel.java:889)
at org.jgroups.JChannel._preConnect(JChannel.java:547)
at org.jgroups.JChannel.connect(JChannel.java:282)
at org.jgroups.JChannel.connect(JChannel.java:273)
at org.infinispan.remoting.transport.jgroups.JGroupsTransport.startJGroupsChannelIfNeeded(JGroupsTransport.java:200)