The Servlet spec only talks about the presence of ServletContainerInitializer's within JAR files bundled on the WAR. It says nothing about what to do when found on the WAR and Undertow is ignored them right now, which is spec complaint.
However, WildFly has the only Servlet container I'm aware of that ignores that classes, having tested Payara, WebLogic,WebSphere Liberty, Jetty, Tomcat and Resin.
It would be good to support them on Undertow too.
I've also opened an issue on the Servlet spec repository, so this can be clarified for future versions of the document: https://github.com/javaee/servlet-spec/issues/179