Well, I gave it one last try today and it really doesn't seem to work.
The Main pass is correctly written into the exr, the other passes aren't. The frustrating part is, that I "managed" to get different images into the other passes, but never the correct image one would expect. The three images I was able to inadvertently write into the additional exr-channels were: an all-white matte, a totally black image and some colorful image reminding me of a normal pass. As I was actually trying to write an Ambient and a Diffuse framebuffer, this obviously wasn't what I was going for.
Could it be Max numbers/stores its Mental Ray framebuffers completely differently from the way SI does this?
(Better not tell me though, as I do not want to spend much more time on this...