Hi André,
This seems to be a classic case of issue actually not found by SonarQube core analysis engine (which is shared by SonarLint), but rather imported from a 3rd party analyzer (hence not covered by SonarLint). Your 2nd screenshot here shows an issue coming from checkstyle.
As highlighted in SonarLint FAQ:
Note: seems like you could look into SonarQube’s native equivalent rule Java static code analysis: Unnecessary imports should be removed