Exchange interceptor is written in the way that it suppose that both IN and OUT phases of exchange are executed. This is not the case for one-way messages. Under these circumstances the one-way is not recorded/presented. Try camel-jms-binding to see the behaviour.
For alpha, only SOAP binding will be supported. For beta, it is likely that the ExchangeInterceptor (an auditor packaged with the switchyard app) will be replaced by an external event listener that will be able to handle this situation. Have added some documentation text - feel free to update.
What if I have one way SOAP binding? Will it work? Would not it be better to limit the text to request/reply SOAP binding?
Yes, good point - I've updated the text.
Limitation of alpha