I manually spun down all my disks. After some minutes the power consumption raised, so I executed "mdcmd spindown" through the terminal. As disk3 and disk6 reacted slowly to the command and the power consumption dropped after that, I could be sure that they were spinning, although the icon was grey:
I really like to help to find the problem, but I do not know what to search for. As it can't be a disk access thing, it must be something related to the USB device power management I think.
P.S. I don't know if they stay spinning all the time or spin down after several minutes again. I will observe that.