Strange JPA behaviour, initialized field is null

The answer is (thanks to rcampell), if all data of an embedded object is null (in the db), the embedded object will also be null, although when it is initialized in the declaration. The only solution seems to be, setting the object manually.

@Override
public Participant getParticipant(Long id) {
    Participant participant = em.find(Participant.class, id);
    if(participant != null && participant.getAmsData() == null)
    {
        participant.setAmsData(new AmsData());
    }
    return participant;
}

Still feels strange to me ...

The JPA specification doesn't explicitly say how to handle a set of columns representing an embeddable object which are all empty. It could signal a null reference, or an object instance with all null fields. Hibernate chooses a null reference in this case, though other JPA implementations may pick the later.

The reason why your setter is never called is because Hibernate is accessing your field via reflection, bypassing the setter you implemented. It's doing this because you utilize field-based access rather than property-based access.

Chad's answer would provide the functionality you're looking for, but there is a caveat (see below).

"...The persistent state of an entity is accessed by the persistence provider runtime[1] either via JavaBeans style property accessors or via instance variables. A single access type (field or property access) applies to an entity hierarchy. When annotations are used, the placement of the mapping annotations on either the persistent fields or persistent properties of the entity class specifies the access type as being either field- or property-based access respectively..." [ejb3 persistence spec]

so by moving the annotations down to the setter, you are telling JPA that you want to used property-based access instead of field-based access. You should know, however, that field-based access - as you currently implement it - is preferred over property-based access. There are a couple reasons why property-based access is discouraged, but one is that they you're forced to add getters and setters for all of your persistent entity fields, but you may not want those same fields susceptible to mutation by external clients. In other words, using JPA's property-based access forces you to weaken your entity's encapsulation.