Solution:
The solution is to disable the “CONCATENATE_SCRIPT” feature, enabled by default, by adding the following line to your wp-config.php
define('CONCATENATE_SCRIPTS', false);
Now the scripts don’t get load by ajax but printed straight to the html page and everything works fine. I think, although the page loading will be a bit slower than before as it will wait for all the scripts to be loaded, it’s a good compromise if we want to add a bit more security to our admin area.