RSA support told me that this is a known error and there is a workaround available. (please see below, also mentioned in the release notes) This workes fine for me!
Another tip for you guys installing the collector on a LS enviroment with a NAS, install it as master user (or another user who has access to the NAS vol0 csd dir). The installation wizard is not telling you about an error, but your username needs to write a configfile on the NAS. After installing you see of course an error that the service won't work because of a missing configurationfile (...) 
VMware Collector Service does not support DOMAIN\user name format.
Tracking Number: ENV-31846
Problem:
During installation, if you specify the Administrator user name value in DOMAIN\user name format, (for example, MYDOMAIN\administrator), the configuration fails, and VMware Collector Service does not collect events. Configuration also fails if you set the vmware.username parameter in DOMAIN\user name format using the Configuration utility.
Workaround:
Install VMware Collector Service without specifying the domain in the user name field. In the csd\config\vmware\DOMAIN\\user name value, for example, MYDOMAIN\\administrator. Ensure that the domain and user name are separated by two backslashes. Save the node name directory, edit the vimservice.conf file to change the vmware.username parameter to avimservice.conf file, and restart the VMware Collector Service
