I got a bit wiser... Apparently, there are 2 kinds of IMAP folders on Mac OS Mail :/
I could move my imap folders back to where they belong (with the Inbox instead of a separate item in the left navigation pane) by going to my provider's webmail (RoundCube in a DirectAdmin environment). THERE I go to Settings - Folders.
Apple Mail's Mailboxes are at the bottom. Select a folder. On the right, you will see options on where that folder belongs. If the Parent Folder is set to "-", it's a pure Apple Mail Mailbox and it will get its own category. If you set the Parent Folder to Inbox, all works as one would expect. No voodoo, no magic. Creating a new Mailbox-IMAP-folder has to be done through the webmail client though... I did not find a way to directly add a real INBOX/IMAP-folder with Apple Mail. BUT when you create them through webmail as INBOX/IMAP-folder, they will show up in Apple Mail.