Dazu habe ich das Deutsche Sprachpaket in Windows 10 installiert
Does this mean that in general you are using an English-language Windows user interface?
I am asking because I have just noticed a similar problem on my Windows 7 machine. It will only allow me to train profiles that use the English-US speech recognizer. When I switch to my German speech recognizer, the "train profile" button is grey (disabled).
I can trick Windows into giving me access to that button by creating a new profile and selecting the German speech recognizer, but then when I click the "train profile" button I get an error pop-up message telling me that my recognizer language has to match my user interface language.
That is not very helpful, but maybe you can experiment with your locale settings?
Also: I sometimes find that Windows ignores my audio input settings just for speech recognition. In Windows 7, there is an "advanced" button at the bottom of the same Speech Properties windows where one can click the "train profile" button. There I can verify that Windows is using the correct microphone setting.