xset in command line or put into .profile did the trick. X2go is up and running as expected.

Details: https://github.com/ArcticaProject/nx-libs/issues/671
The command itself:
 /usr/bin/xset -dpms s off s noblank s 0 0 s noexpose -dpms

Reason: it seems mate control panel settings regarding dpms is not working, that is why it is necessary to do this with xset.

Bye,
István