Nicolas, thank you!
However, I do not have any special SEF plugin/component/module installed.
Indeed, the first canonical URL was inserted by Joomla's core plugin. So, this seems to be a bug of Joomla.
As a workaround, I have edited file /plugins/system/sef/sef.php by commenting the following lines:
// if ($uri !== $link)
// {
// $doc->addHeadLink(htmlspecialchars($link), 'canonical');
// }
Now the first incorrect canonical URL has gone!
This is, however, a core file hack. If anyone wants to implement it, don't forget to put it into your core hack log record.