I've tried the suggested Slackware package, but without success. It shows the same behaviour.
Then I tried to compile vim myself - and it works

Here what I did (I am a newbie - please correct me if something is wrong or strange

)
1. Deinstalled the package-vim with gslapt
2. Download vim from
http://www.vim.org/download.php#unix vim-7.2.tar.bz2
3. $ cd <downloaddirectory>
4. $ cd src
5. In the Makefile there I enabled
CONF_OPT_FEAT = --with-features=huge
like
I compile my own vim in all my boxes, because I want more options than default ones (--enable-perlinterp --with-features=huge )
explained (Thank you!).
I also disabled the GUI in the Makefile
CONF_OPT_GUI = --disable-gui
6. $ cd ..
7. Then compile, link, ... etc , like its explained in src/INSTALL with:
$ make
8. Then install in /usr/local with
$ sudo make install
Then I removed the dead link vi -> vim in /usr/bin and created a new link in /usr/local/bin/ vi -> vim.
I still don't understand why the vim-packages doesn't work.
If I want other vim compiling options, is it sufficient to run make and make install again or do I have to uninstall it first?