I played around a bit with this and it is quite strange:
When I reset the board by pressing the reset-button on BBG, on next boot-up the Ethernet PHY is working smoothly.
When I do the same programmatically by invoking a cold reset on SoC (by writing a 0x02 into reset register 0x44E00F00, the PHY stays in same unusable condition. According to TRM of AM335x such a reset should pull output NRESETIN_OUT to LOW which should be the same like pressing the reset-button.
Any idea why one is working and the other not although they should be the same?