The problem was that a more general setting was colliding with the application specific setting. No idea why a specific setting can never override a global setting as in nearly all other options for gnome, but this is another discussion...
OK, the solution was:
dconf-editor, go to
org.gnome.Terminal.Legacy.Settings:headerbar and set the value to
false. The gnome-shell must be restarted to let the new setting take effect! No idea why this is the case, but all these options are looking curious to me.
Now you can edit with right click inside a gnome-terminal session, go to Preferences->General and select "Show menubar by default in new terminals"
This menu was not visible before! This option works immediately. Not another reboot needed :-)
There is no hint in the docs for now! So I leave this answer if someone else runs in the same trouble.