Thanks @LastSamurai, indeed I only needed to restart the node to see the message.
Turns out directly connecting the nrf24 via SPI acts like an Ethernet gateway listening on all interfaces on port 5003. (This information was new to me).
Regarding MQTT: I tried Openhab, but it did not work out of the box with the Ethernet gateway, so I quickly tried domoticz and the SPI-nrf24 worked straight away. Could I have domoticz and OpenHAB (for my 5.1 receiver) running at the same time and communicating via MQTT?
Regarding internet access: No, I actually do not want to expose any actuators but maybe sensors (HVAC, alarms). But this is low prio.