Stefan, It may be that all (or an unintended mixed subset(i.e. 1 log, 2 DB and 3 STGPOOL disks) of the disks are on a single I/O channel resulting in a bottleneck on the data path. This would be reflected by high IO (combined DB,LOG and STGPOOL activity) during a backup to disk while comparatively little data is actually being transferred. When you backup directly to tape, only the DB & LOG disks are used - not much contention. When you write using simple file copy, only the STGPOOL disks are used - again not much contention. When you backup to disk, all disks are used and there may be contention on the I/O channel due to the mixed workload. You may be able to identify this using perfmon and monitor individual disk queue length & read/write time and activity or simply review the physical disk connections to ensure they are not on the same path.
Cheers, Neil Strand