Well, first of all it is a little tricky to say that "something" is wrong or right in software development, mainly in this type of subjective question. As always, that really depends on what you need and on the EE Container that that you are using.
Let's get Widlfly as example. Since JBoss 7 (and now Wildfly) I do not think we can say that JBoss is a "heavy" Server, as it starts in just a few seconds, much faster than in the earlier versions. While it is true that Wildfly comes with a lot of services that you may not use, it is not correct to say that you get "all or none", for at least 2 reasons:
- You can disable the services you do not need.
- Wildfly works with the concept of lazy-loading for its services, which means that it will only load the services that are required to run a given application.
Having said that, we can not forget that Spring also uses some EE services, if you want to. So, if you need to use Spring with JMS, for example, you still need a JMS container. In this case, you can use an EE Server without needing to install additional services or you can start a JMS container in your Tomcat.
Besides the EE features, there is also the question of features related to the server, such as configurability/manageability (Web interface, CLI), HA, scalability... that really varies from server to server and I think Jboss 7/Widfly does a good work on these points.