It seems this is / was a bug in jQuery.
Upgrading our application to jQuery 1.10.x gives the behavior I was expecting.. See http://jsfiddle.net/7fRes/6/
(Heh.. SO forces me to put here some code before submitting my answer..)
$.event.trigger('evName.foo'); // does NOT trigger (expected!)
$.event.trigger('evName'); // triggers (expected!)
$.event.trigger('evName.someThing'); // triggers (expected!)