"'There's a hint for all who had closed Target Versions on Projects before V2.0.x - a legacy issue.
In Project details, "Versions linked to this project", all former closed versions will not be marked as closed. Pressing edit mode, they are not selectable, because they are closed in Target Version window.
To solve this issue, you have to jump trough every closed Target Version and close them explicit and newly -- means uncheck closed box and save, and then check again and save again. Then it works fine."
Many thanks to Klaus for his hint.