I tried it now using a power on function named "Power On", but it doesn't seem to work.

I even added a component from the builtin database to mine, checked that a power on delay was set there and created a short macro:
1. Power on this component
2. execute some arbitrary component function
3. Page jump to some page

I assigned this macro to a button and fired up the simulator.
Immediately after pressing the button, the page jump was executed.

I tried it first using my physical remote with real-life components and got no delay after powering on.

Well, it's no real use putting too much effort into investigating this....
I'll just continue using my "delay macro" method, which works fine.

Sebastian