Thanks for the suggestion! I think I fixed it and you certainly put me on the right track. So here's what happened:
On waypoint #1, the first airborne waypoint after the start, there used to be a 'CAP -a -ref' action which the mission editor put there by default. This, apparently, got ignored in case the airplane starts as 'uncontrolled'.
I then replaced this action by a 'Search then engage group', pointing to the B17 group, as you suggested. This worked, except I wanted the task to be a proper CAP, not a designated attack on a specific target.
Next I replaced the 'Search then engage group' again by a 'CAP' action. So same as it was, except without the '-a -ref'. And now it worked! It properly engages the B17 even though I didn't tell it to specifically attack that target.
What I think is that the '-a -ref' addition means that it's a repitition of the original CAP task it got at mission start, except this got ignored. By telling it to 'CAP' without this addition, it counts as a new command.
So in summary, for anyone running into this problem in future: if you want a CAP group to have a delayed start using 'uncontrolled', make sure to remove the 'CAP -a -ref' at the first waypoint and replace it by 'CAP'.
Thanks again for looking into it!