Okay, I think I somehow solved the issue. This is what I did: Updated PAN-OS 5.0.10 to PAN-OS 5.0.11. After this, the problem was still there, so I'm just including this step here for the sake of completeness. In the dialog where you add the Scheduled Log Export job I replaced the hostname of our syslog server with its IP address. I got a similar message like the one above, telling me that the host key changed and "SOMEONE MAY BE DOING SOMETHING NASTY" (sorry, don't have a screenshot) and asking if I wanted to accept the new key. After confirmation, the test of the SCP server connection started working. Then I replaced the IP adress with the hostname again and the export still worked!
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