The Mendix Runtime is an application server. You do not deploy it into one.
And yes, it has Jetty inside, but it is not deployed into Jetty or so. We just use Jetty as a library to open up a few tcp ports and receive http requests, together with it's threadpool for convenience.
Yes, the Mendix runtime runs on a JVM, but it is not software that was designed as J2EE application, using EJB's or servlets or whatever.
Mendix is the equivalent of J2EE (therefore you might call it M2EE ;-) ) on another level... Instead of working with program code, Mendix works on a higher level of modeling, using everything you can find in the Modeler. The domain model, microflows etc...
Instead of creating a J2EE WAR with your program code which you ship to a J2EE app server, your Mendix Modeler spits out a Mendix deployment archive, which contains the description of how your application should behave... which gets deployed into the Mendix app server.
Deploying Mendix into a J2EE app server is like trying to deploy Tomcat into Websphere. (I'd almost say 'been there, done that', but I couldn't get it working properly)