Not on the current plan but if done right there would be no issue adding it. The main problem with an immutable SimpleMatrix is making it really immutable and not just inconvenient to modify. By design, much of EJML provides you access to its raw data types and avoids encapsulation. This helps with speed and makes it a nice library to wrap.
If you made all the accessors in SimpleMatrix read only, someone could just access the matrix it wraps and get full access to everything. If you blocked access to the matrix it wraps then you would deny access to all the operations not supported in SimpleMatrix by found in CommonOps and other places. The cleanest way to handle this would require Java to support something like C++'s const. Not holding my breath on that.
"Now, now my good man, this is no time for making enemies." — Voltaire (1694-1778), on his deathbed in response to a priest asking that he renounce Satan.