Thank you both for your replies.
In the meantime I found the root cause:
The MSA had "unwritable cache" data in its controllers and therefore the LUN was provided only read-only.
Unfortunately this was not shown in the SMU of the MSA2040.
The following command (in a ssh session on the MSA's controller) showed this very clear:
# show unwritable-cache
Unwritable System Cache
-----------------------
Percent of unwritable cache in controller A: 98
Percent of unwritable cache in controller B: 98
As we changed the controllers of this box recently (before connecting to the ESX Server) and created the LUN completely new, there is no useful data in the cache.
Therefore the following command will clear the cache and finally provide the LUN read/writable:
# clear cache
Clearing cache for a volume that is offline or quarantined could result in unrecoverable data loss.
Do you want to continue? (y/n) y
Success: Command completed successfully. - If unwritable cache data existed, it has been cleared.
After some seconds, the "show unwritable-cache" command shows 0 Percent of unwritable data in each controller.
Now adding the Datastore to the vSphere Server worked as expected without any error.
Hope this helps may be others.
kind regards Bernd