Figured it out. I had to send HVAC_FLOW_STATE to HA, in order for it to figure out that it was a "thermostat". Only problem is that it shows up with states "Auto" "Cool" "Heat" and "Off" in the dashboard, even though I only have the possibility to heat, or turn it off.
With Home Assistant as Operating System it might not work, if the radio is connected to the GPIO of the Pi. The HASS-Os has some restrictions to run software like the Pi gateway beside Homeassistant.
I have currently a setup with a RFM69 connected to the GPIO for the RPI ethernet gateway. Homeassistant runs in a container and the mysensors plugin connects in Homeassistant to localhost or 127.0.0.1. But I have problems with the stability (I think so) with this combination, as seen in this forum.
In my opinion is a Serial (USB-Serial-Converter) Gateway with Homeassistant the best choice. So I want to build another gateway and resinstall my Pi with HASS-Os.
What I did not try but might work: copy your persistence file, delete the old GW and create a new one with the persistence file you copied. Maybe the devices are preserved like this. Maybe you should create a full backup before...
<edit: typo>