I think, I understand now, in which direction to search for the source of our confusion.
We should remind ourselves, that, while we are calculation in natural units, where hbar = 1, there is an 1/hbar^2 sitting in front of the rest mast term.
This means, that the KG equation with finite rest mass does know about quantum mechanics, whereas the massless equation does not!
So for the massless equation we will of course rediscover the classical behaviour of the photon traveling along the light cone.
If we now look at the leaking out of the lightcone for the massive case, it goes with
exp(-m/hbar*abs(x)). From there we see, that it is clearly a quantum mechanical effect! If hbar goes to zero, there is no leaking out of the light cone! We know from things as the tunnel effect, that a quantum mechanics state can leak into classical forbidden regions with an exponentially decaying amplitude.
We can see the same thing also in a different way.
A strictly causal propagator would be completely concentrated in the point x=0 for t=0. On the other hand, the propagtor is described by 1/(p^2-m^2), so its momentum is also completely sharp.
We know from the uncertainty principle, that such states do not exist in quantum mechnacis. I think, Hans solution for the massive case should be looked at with this in mind.
By the way, in the classical electrodynmacis book of Jelitto, it is said, that the epsilon prescription is used exactly because it automatically ensures causality. I didn't follow the argument so far. Maybe this statement can be generalized to say, that the epsilon prescription is used in QFT, because it respects causality as much as possible under the laws of quantum mechancis.