Switching the XF300 PAL-version from 1080/50i to 25p, the default shutter (shutter switch position „off“) changes from 1/50 to 1/25 and light passes through the lens without noticeable loss.

As far as I know, shutter speed should be kept to 1/50 (corresponding to 1/48 of a motion picture film camera) under normal shooting conditions to avoid slow shutter strobing, but when you change the shutter speed accordingly, you lose at least one full stop of light. Interestingly, forcing the shutter to a fixed 1/50 in 720p mode, no light is lost when switching between 50p and 25p.

Can you XF-owners please confirm or am I missing something?

I'm not an XF owner.... but have Sony EX3 and there is some discussion of the use of 'shutter off' in low light scenarios here. I almost always leave mine on and set at 1/50th here in PAL country:

http://www.dvinfo.net/forum/sony-xdcam-ex-cinealta/484894-shutter-off.html