We worked further on this topic and understand that the fact that docroot is in an volume it is overlaying the docroot folder in the Mautic image. The image is providing the updated docroot but the old files are still in the volume.
This is so obvious that we did not see it 
We where expecting some magic Mautic copy voodoo…
Our solution is to create a docroot volume dedicated for the nginx container which is populated by rsync in entrypoint.sh of the mautic_web container.
This works now like expected. A statement about that topic in the Readme - mautic container does not update with the nginx/php-fpm example configuration - would be helpful for others i think.