Thank you for all your answers and suggestions.
@Nomko-Nomden
Yes, I do update my Garmin XT regulary (the firmware and the maps). Thank you for the suggestion about placing the point after the rounadbout. Some folk on the XT forum also suggested this so there is something true about it. I will do my best to remember this when drawing the next route and see if I will have better luck.
(but also note that on that same trip I had another similar glitch which does not involve a roundabout; I just didn't have time this morning to create a screen shot from the XT)
Also I think I have a recalculation turn on, I have to check. I also don't quite understand how does device reacts when I turn this off, I have to read about it some more. Because I do want the XT to reroute me if I do some unplanned turn because of the sightseeing, road block, or whatever reason. That is why I also use shapping points (not only via) to easily skip them during route if need be.
@Brian-McG
Thanks for taking your time to do this test, I really appreciate it.
It would solve all my problems if I would see this odd behavior when planning on MRA. Then I would play with positioning the points. But in reality, when I am happy with route in MRA, I just send it to XT, and don't look at it anymore (until riding). I just trust the process, that everything should be ok.
@Guzzist
I understand and I also find Zumo XT not ideal. Perhaps I will one day change to these new Andorid devices and go with MRA Next navigation, but for now I must live with my XT. In general it works 100%… 50% of the time