Thanks Rob,
I was not aware, that choosing a keyboard layout takes precedence over the selected system language.
When I setup Windows I chose English as system language, but opted for the German keyboard layout, which apparently made Windows think I want to read in English but write in German, which I was not aware of, since it does not really make sense to me ;-)
So I had to add the German keyboard layout as additional input option to the English language setting, re-select English as system language and then activate the additional German keyboard layout under the English system language.
Now it works, but I still find it awkward, that choosing a keyboard layout implicitly changes the input language (at least at setup time).