If you have EJB based application with think clients, Then probably you will encounter this issue.
Most of the cases you will have a firewall/proxy in between the Client and Application server. That means clients will not have direct access to application server. All requests are routed through the proxy. If you have cluster configured, Application server will include the ip addresses of all nodes in the EJB stub. EJB client uses this ip address list for load balancing. As client doesn't have direct access this invocation will fail.
WebLogic has a solution via external address. However my experience is that it is buggy and not working properly. It is not well documented in WebLogic documentation. Do they think such usages are rare?
Note: Similar condition exist for web application also when you use sendRedirect to another resource using absolute path