It seems that WTP doesn't manage correctly Tomcat logging configuration (which needs to be done through system properties). A quick workaround is to add these properties manually:

-Djava.util.logging.config.file="<tomee>/conf/logging.properties"
-Djava.util.logging.manager=org.apache.juli.ClassLoaderLogManager

More information on: http://wiki.eclipse.org/WTP_Tomcat_FAQ#How_do_I_enable_the_JULI_logging_in_a_Tomcat_5.5_Server_instance.3F