The problem was, that I was starting the server with redis-server redis.conf instead of redis-server redis-full.conf

The later also loads redis.conf see example and still technically installs RedisJSON as a module. Note also, that the file path to the modules is currently

loadmodule /usr/local/lib/redis/modules/redisbloom.so
loadmodule /usr/local/lib/redis/modules/redisearch.so
loadmodule /usr/local/lib/redis/modules/rejson.so
loadmodule /usr/local/lib/redis/modules/redistimeseries.so