So it seems, only constructions which contains a track have to be from the same railroad system (e. g. bridges, depot,...).
But constructions which will be added on the tracks (signals, waypoints) can be added from another railroad system.
After some toying with this, and for the fact this has been this way for 17 years now, I think I am going to rule this "working as intended".
I can understand it might feel strange that you can put "maglev signals" on monorail, but making signals bind to their track-type, makes for very frustrating gameplay too. And I do not think there is anything inherently wrong by allowing it, other than surprising a few people from time to time.
So in the larger picture, I think it is better to allow this, and consider it a feature, than anything else. Sorry, but tnx for the report, it is much appreciated!