Thanks for fast answer.
I can confirm that the multithreading case works, if the EJB Client properties are set via file jboss-ejb-client.properties, instead of setting them as InitContext properties.
My only InitContext property is now:
properties = new Properties();
properties.put(Context.URL_PKG_PREFIXES, "org.jboss.ejb.client.naming");
return new InitialContext(properties);
The other properties are now defined in the file jboss-ejb-client.properties:
remote.connectionprovider.create.options.org.xnio.Options.SSL_ENABLED=false
remote.connections=default
remote.connection.default.host=oliver2
remote.connection.default.port=9000
remote.connection.default.connect.options.org.xnio.Options.SASL_POLICY_NOANONYMOUS=false