EPSV apparently do not return IP any more, as to be RFC compliant.
So the only alternative is to use a Globus extension (one has to wonder), Striped Passive.
Thanks to Andrey Kirianov for the tips:
Use this only if IPv6 is used so we do not break current transfers.
So, if IPv6 is in use, enable striped passive.
Mind that the PASV plugin needs probably to be fitted to this as well!