The multisite error handler does not work as expected

We run a multisite on a Plesk Apache server (which is handled via the Nginx proxy). The installation of the WordPress multisite (subdirectories, no subdomains) works without problems. Expect 404 redirection not to work as expected. When I navigate to a nonexistent URL, the following screen appears instead of the custom WordPress 404 page:

plesk 404 error page
Response header

As you can see, I think this is the usual Plesk Apache error document, the response headers:

My .htaccess looks like this (it is the standard generated by WordPress Multisite and also officially described here):

# BEGIN WordPress
# The directives (lines) between `BEGIN WordPress` and `END WordPress` are
# dynamically generated, and should only be modified via WordPress filters.
# Any changes to the directives between these markers will be overwritten.

RewriteEngine On
RewriteBase /
RewriteRule ^index.php$ - (L)

# add a trailing slash to /wp-admin
RewriteRule ^((_0-9a-zA-Z-)+/)?wp-admin$ $1wp-admin/ (R=301,L)

RewriteCond %{REQUEST_FILENAME} -f (OR)
RewriteCond %{REQUEST_FILENAME} -d
RewriteRule ^ - (L)
RewriteRule ^((_0-9a-zA-Z-)+/)?(wp-(content|admin|includes).*) $2 (L)
RewriteRule ^((_0-9a-zA-Z-)+/)?(.*.php)$ $2 (L)
RewriteRule . index.php (L)

# END WordPress

Then I created a non-multisite WordPress installation with exactly the same settings in Plesk and also made it available via the Nginx proxy: The WordPress 404 page works as expected.