Okay so I found it out: You have to manually select "Blend for Visual Studio SDK for .NET" in the Components section of the installer. This will actually install all the advanced WPF Controls, which where missing for me.
Those where always installed from VS Installer versions 2012, 2013 and 2015 automatically (its a package of 100mb).
I can just imagine that the Idea of a much more modular installer led the designers there to think "we need to make the installation faster so push out every little package that was used commonly throughout the last 5 years.".
And then they thought: "BUT hey, when it comes to the Xamarin installation, let's KEEP IN all the Google-Emulators for Android which pack a WHOPPING 17 GB!!!"
They surely thought also: "Most people wont need these, since they either have a android device on their own or they use one of our emulators, which are vtx enabled, so 10 times faster than googles emulators, and ours also only need 1 GB of disk-space. But well, we wanted to make a fast installer after all, so let it pack our customers drives full of stuff they don't need at all".