Why is the calibration signal's amplitude of my oscilloscope 10 times higher than stated?
I did not find what type of probes were delivered with your scope, but I did find the manual.

With 0.2 VPP, it makes sense that you want a "final" scale of 50 mV/cm. 200 mVPP / 50 mV/cm gives you the final 4 cmPP.

Since you actually get the correct signal with the correct setting using your probe in the X10 mode, I can only assume that the oscilloscope is also configured in this mode:



As you can see, each input has an x1/x10 setting, which you can toggle by holding the corresponding button.


  Probe  factor  selection  is  performed  by  pressing  and
  holding  the  pushbutton.  This  selects  the  indicated
  deflection  coefficient  of  channel  I  displayed  in  the
  readout,  between  1:1  and  10:1.  In  condition  10:1,  the
  probe  factor  is  thus  indicated  by  a  probe  symbol
  displayed  by  the  readout  in  front  of  the  channel
  information (e.g. ”probe symbol”, Y1...).