The solution is to either change the filename or change the target filename (or wait until Microsoft fixes this bug, but it's been around for ages so I'm not counting on them fixing it any time soon).
Well, I kinda see why they aren't putting much effort into fixing this, since the easiest and probably best solution actually consits of only changing one option, namely the "output object file as"-option for the whole project to:
That way every object file gets put where it should automatically. Would be nice still as a default. Or is there any drawback by that?