Import local image with FeedMe assumes wrong folderId
So, I found the problem / solution myself:

I have 2 file volumes in my Craft installation (documents, images)
The asset field I am trying to fill via FeedMe is in its configuration limited to the &quot;images&quot; file volume, but the default location for uploads is (erroneously) configured in the documents share.
In this case, FeedMe is determining the folderId from the default location for uploads.
The same thing happens, if all volumes are configured for selection, so in my eyes this is a bug, which I filed here (https://github.com/craftcms/feed-me/issues/833)
So after changing the default upload location of my asset field to be where my files are actually located (&quot;images&quot; volume), everything works.
The column value needs to be the filename only, no alias or anything else prepended.