I closed the Issue overzealously.
The Multibranch pipeline actually detects the branch, but building them does not succeed.
I get this message:
ERROR: Could not determine exact tip revision of pull/2212/merge; falling back to nondeterministic checkout
In the end, the correct commit is checked out but as soon as the actual pipeline script is executed on a node, the job fails with java.nio.file.NoSuchFileException. The Dockerfile cannot be found, which makes sense, because there is absolutetly nothing created on the slave (not even a workdir is being created).