The problem is solved!

First of all give dwmw2 a big thanks! for the solution.

The problem was that the rouing wasn't configured properly because iproute was missing:

Regarding to dmwm2, iproute should be in extras-testing, so steps 1-3 will not be needed!

1. Enable the Kluenter-Repo on your device (via Standard AppMan):
Catalog name: kluenter
Web Address: http://maemo.kluenter.de/packages
Distribution: fremantle
Components: main

2. Wait till the updating is done and close AppMan.

3. You may need to restart (or wait?) your device if 4. does not work (e.g. something is "locked")

4. via xterm enter:
and
5. Openconnect works now fine!