I figured out the problem:
I deleted the Backup Vault for a Policy and recreated a Backup Vault with the same name. Then i wasn't able to delete the Backup Policy anymore. Looks like it was in an inconsistent state. The old Backup Vault was deleted and the Policy wasn't assigned cleanly to the new Backup Vault with the same name.
The solution was to create a new Backup Policy with the same name as the inconsistent Policy. After that there wasn't a new Policy created instead the inconsistent Policy was reassigned to the Backup Vault and then i was able to delete the Policy.