Thank you for your answer!
I have fiddled around a lot with the GroupPermission-Settings in the beginning before I found the Lockdown-extension (which really works in the way I wanted it), so the section with GroupPermission is rather large (and maybe most of it unneccessary). For a test I deactivated all the GroupPermission-settings, but concerning the Captcha there was no change: still no captcha for editing a page as unregistered user. So I changed the settings back to the state before the test. As I mentioned Lockdown: That can't be the cause of the problem, since it was only installed after I discovered the Captcha-problem.
Here come my settings:
$wgGroupPermissions['*']['createaccount'] = true;
$wgGroupPermissions['*']['read'] = true;
$wgGroupPermissions['*']['edit'] = true;
$wgGroupPermissions['*']['createpage'] = false;
$wgGroupPermissions['*']['createtalk'] = true;
$wgGroupPermissions['*']['writeapi'] = true;
# Registrierte Nutzer dürfen auch nicht mehr als unregistrierte, bis die
# drei Tage Wartezeit um sind.
$wgGroupPermissions['user']['move'] = false;
$wgGroupPermissions['user']['move-subpages'] = false;
$wgGroupPermissions['user']['move-rootuserpages'] = false;
$wgGroupPermissions['user']['movefile'] = false;
$wgGroupPermissions['user']['read'] = true;
$wgGroupPermissions['user']['edit'] = true;
$wgGroupPermissions['user']['createpage'] = false;
$wgGroupPermissions['user']['createtalk'] = true;
$wgGroupPermissions['user']['writeapi'] = true;
$wgGroupPermissions['user']['upload'] = false;
$wgGroupPermissions['user']['reupload'] = false;
$wgGroupPermissions['user']['reupload-shared'] = false;
$wgGroupPermissions['user']['minoredit'] = false;
# Autoconfirmed (als nach drei Tagen Wartezeit) hat dann weitgehende Rechte:
$wgGroupPermissions['autoconfirmed']['move'] = true;
$wgGroupPermissions['autoconfirmed']['move-subpages'] = true;
$wgGroupPermissions['autoconfirmed']['move-rootuserpages'] = true;
$wgGroupPermissions['autoconfirmed']['movefile'] = true;
$wgGroupPermissions['autoconfirmed']['read'] = true;
$wgGroupPermissions['autoconfirmed']['edit'] = true;
$wgGroupPermissions['autoconfirmed']['createpage'] = true;
$wgGroupPermissions['autoconfirmed']['createtalk'] = true;
$wgGroupPermissions['autoconfirmed']['writeapi'] = true;
$wgGroupPermissions['autoconfirmed']['upload'] = true;
$wgGroupPermissions['autoconfirmed']['reupload'] = false;
$wgGroupPermissions['autoconfirmed']['reupload-own'] = true;
$wgGroupPermissions['autoconfirmed']['minoredit'] = true;
$wgGroupPermissions['autoconfirmed']['purge'] = true;
$wgGroupPermissions['autoconfirmed']['sendemail'] = true;
# Stellt ein, welche Benutzergruppen ein captcha auflösen müssen:
$wgGroupPermissions['*' ]['skipcaptcha'] = false;
$wgGroupPermissions['user' ]['skipcaptcha'] = false;
$wgGroupPermissions['autoconfirmed']['skipcaptcha'] = true;
$wgCaptchaTriggers['edit'] = true;
$wgCaptchaTriggers['create'] = true;
$wgCaptchaTriggers['createtalk'] = true;
$wgCaptchaTriggers['addurl'] = true;
$wgCaptchaTriggers['createaccount'] = true;
$wgCaptchaTriggers['badlogin'] = true;
# ermöglicht Erteilung von Benutzergruppenrechten:
# $wgGroupPermissions['sysop']['userrights'] = true;
no $wgCaptchaTriggersOnNamespace, no $wgCaptchaWhitelist, no $ceAllowConfirmedEmail.