Alright, I just went through the whole procedure:
First, I formatted the SD card to Fat32 with 16 kb (standard) block size.
After that I went into Rufus and formatted the SD again just to be sure and closed Rufus.
I started Rufus again and dragged the img.gz file over it.
After the procedure the card has only 511 mb as size and there are those files, that have been mentioned in the post.
Then I turn off the box, insert the SD, click the reset switch, hold it, give power, wait ... for over two minutes blank screen, but LEDs of the box are there (blue) and of the Ethernet cable, as well.
[hr]
I do not have another one right now, but maybe tomorrow there is another one coming.
Still I would be wondering, if there is something wrong. The card is new and the formatting works through without any problem, even the files are there.