Hi Marcin,
Well, if it was supposed to be fixed in sp6, it seems to have been broken again in sp9, as I am observing this same behavior when an existing 7.30 GUI is "auto-upgraded" via AWUS against a 7.40 Installation Server. The AWUS auto-updates the components, not the package, so the package scripts don't run, and somewhere along the way it deletes the existing registry entry for ConfigFileOnServer, so afterwards there's no configuration in the SAP Logon.
Did you find a resolution for this? Or a way to edit the Installation Variables in NwSapSetupAdmin?
Cheers,
Matt