Solution: Unplug the radio-controlled socket, turn it and plug it back in the other way round. This solves the problem.
Explanation: For wall sockets in Germany, it is not standardized where the phase and where the neutral conductor is wired. The phase via which the current flows can therefore be on the left or right. As the Brennenstuhl radio-controlled sockets have a single-pole switching relay installed, it is possible that a small current is still flowing even though the radio-controlled socket should switch off.