11.5.8. ProcessInjectionTarget event states:
"The container must fire an event for every Java EE component class supporting injection that may be instantiated by the container at runtime, including every managed bean declared using @ManagedBean, EJB session or message-driven bean, enabled bean, enabled interceptor or enabled decorator."

However it is not fired for message driven bean.

TCK 1.1 test: org.jboss.cdi.tck.tests.extensions.container.event.jms.ContainerEventTest.testProcessInjectionTargetEventFiredForMessageDrivenBean()