When DataSourceUtils calls connection.setReadOnly, it catches the exception, logs it and continues.
When LazyConnectionDataSourceProxy gets instructions to call connection.setReadOnly, it does not catch the exception. This causes problems when using WebSphere 7 with an oracle database. The Oracle database does not support readOnly, and WebSphere 7 will throw an exception (see also http://www-01.ibm.com/support/docview.wss?uid=swg21194913) even though setReadOnly is only a hint. So the exception should be logged and ignored similar to what happens in DataSourceUtils.
Attached is a maven project which can be used to reproduce the issue and a stack trace.