Thanks for the link. Added the following lines to jndi.properties:
jboss.naming.client.connect.options.org.xnio.Options.SASL_POLICY_NOANONYMOUS=true
jboss.naming.client.connect.options.org.xnio.Options.SASL_DISALLOWED_MECHANISMS=JBOSS-LOCAL-USER
jboss.naming.client.connect.options.org.xnio.Options.SASL_POLICY_NOPLAINTEXT=false
Now I get also the 'Bad Password' message as in the posting before.