Answering upon my own post: Could it be that I'm using VS2008, german version? And that's why the MSI doesn't install anything?
I now have the proof: The MSI-File WPFModelViewTemplate.msi only installs in the english version of VS2008 correctly.
In the DE (german) version it doesn't install anything, at least what can be chosen as a project template in the C# section.
Any idea whom I could contact to get this possibly corrected?