Thanks to all! In the meantime I talked with a specialist for magnesium (@Ulli: thanks for the contact!) with a lot of experience with these Campagnolo rims. He says that the paint defects in my photo are a typical sign that the paint-job of the rims was not done properly. He sees this very often. If you leave it, the paint will eventually crumble and the magnesium will be corroded. So it's better to have it restored sooner rather than later.
Eugen