It appears that this is a 'habbit' of the current live version (3.3.8.1) of AutoIt. The current beta-version (3.3.9.25) supports the 'volatile' keyword. When this keyword is used, the event handling function is called synchronous (according to the manual). Anyway, this solves the problem. Unfortunately, I cannot allow myself to use an unstable version of AutoIt, but my question has been solved (thanks to Trancexx on the AutoIt forum).
Volatile Func ToolsEvent_OnTaskProgressChange($taskProgress)
ConsoleWrite('Progress(%): ' & $taskProgress & @CRLF)
EndFunc