This is intresting. And shows my newbie-ness to NginX right now. Completly forgot, to set the error level to debug mode. It showed me the following:
2015/11/13 13:28:06 [notice] 26645#0: *1 "^/(.+)/$" does not match "/index.php", client: XXX.XXX.XXX.XXX, server: MYSITE.MYCOMPANY.hu, request: "GET / HTTP/1.1", host: "MYSITE.MYCOMPANY.hu"
2015/11/13 13:28:06 [notice] 26645#0: *1 "^/(.+)/$" does not match "/index.php", client: XXX.XXX.XXX.XXX, server: MYSITE.MYCOMPANY.hu, request: "GET / HTTP/1.1", host: "MYSITE.MYCOMPANY.hu"