After some more research I finally found the cause for the error.
In IIS/ARR I checked the box “Reverse rewrite host in response headers” in order not to expose the XWiki port to the end user.
E.g.: mysite.de instead of http://intranet.mysite.de:8080/bin/XWiki
The applied rewrite rule itself just routes all requests to http://intranet.mysite.de:8080{UNENCODED_URL}
Any suggestions on how to achieve what I’m doing without “Reverse rewrite host in response headers”? @tmortagne
Maybe also it would be useful to add a short section in the documentation about the topic.