During lunchtime I could investigate a bit more detailed and I found the problem.

After receiving the bike, I had the saddle post cut twice to fit my length. On the second cut of its length, it turned out to be the perfect length so as to rest on the bottom of the seat tube and be my desired height.

I then fastened the saddle post clamp lightly to ensure no wriggling or shaking would occur during riding. I knew it would not slide down anymore, since it was resting on the floor of the seat tube.

Well, the floor of the seat-tube is not a flat reinforced base as I thought it would be. There is, in fact, no base - the frame is hollow all the way through down the seat tube to the BB. (Sorry for being so uninformed).

So the bottom of the saddle post had started shearing through the one corner of the seat tube where the latter had presented a contact point with the former. Point of contact being right at rear of seat tube, before it starts to bend with the circumference of the wheel.

Lesson: integrated saddle posts are not a DIY system. Use your saddle post clamp correctly! I will have it cut again, clamp it securely, and seal up damage.