Okay, I found a solution. Because it actually works with e.g. Curve - Rectangle or Curve - Angle and add another point for Rectangle.
If you have a Mesh, for instance a plane, and convert it to curve. It must be in localspace only x and y and then it must be set to 2D in Curve Properties Shape and Fill Mode: None
Then the round bevel is even circular. And then you must rotate the object in worldspace only. That's limiting workflow. But it works...
Idk if this is actually a bug in 3D mode.

They also have the nicer function for 3D curve-type in development for a long time, but it's not easily to implement in existing blender versions.
Also with Geometry Nodes are good solutions:
https://blenderartists.org/t/z-curve-sweeper-for-blender-3-0-curve-to-mesh-with-superpowers/1365277