The EJB specification says that we cannot use Bean Managed Transaction

Question :The EJB specification says that we cannot use Bean Managed Transaction
in Entity Beans. Why? (EJB)
Answer :The short, practical answer is... because it makes your entity beans
useless as a reusable component. Also, transaction management is best
left to the application server - that's what they're there for. It's all about
atomic operations on your data. If an operation updates more than one
entity then you want the whole thing to succeed or the whole thing to fail,
nothing in between. If you put commits in the entity beans then it's very
difficult to rollback if an error occurs at some point late in the operation.