Problem was quite simple: The configuration was not used. yii migrate is a console command and usually the configuration for such commands is placed in a seperated file.
In case of yii2-app-base template, from which I have created my application, there is a config/console.php configuration file where the authManager needs to be declared. It is not sufficient to have it in the config/web.php declared only.
In case of yii2-app-advanced the authManager should be declared in console/config/main.php and not in the backend or frontend configuration files.
