I was too hasty. Looks like the db in /dev/shm is there by design, no bug then.
However, I may have found another bug after all.
Setting in the template file:
db_home_dir = /var/lib/dirsrv/slapd-{instance_name}/db
and running: dscreate from-file <template file>
put still the db in /dev/shm ignoring the setting of db_home_dir.
Or may be I did something wrong?