J2EE is not an application  server, it is a set of specifications. I can
only imagine that you are talking about the reference implementation,
which in all truth is just that: a reference implementation. It
probably isn't something you'd use in production.

The whole point of J2EE as a specification is to make it possible to
move from server  to server without needing to worry too much about
security, transaction management, etc. since it is somewhat standardized.