OK, thanks to the comments above from Ken White, which gave me a good hint I managed to come up with a solution.
I was not able to change that in Delphi-XE4 itself. I changed the bundle name as suggested above, but the output was still the same (daform.pkg).
So I renamed the daform.app to DA-FormMaker.app and build the pkg file on my own:
productbuild --component DA-FormMaker.app /Applications --sign "3rd Party Mac Developer Installer" DA-FormMaker.pkg
The test installation with the command
installer -store -pkg DA-FormMaker.pkg -target /
installed the application correctly into the /Applications/DA-FormMaker.app folder.