Resolved. It is not a bug. It is a feature.
The reason why I was confused in the first place is because I looked at wrong section of ELSA where they describe memory function of pre-2002 cars, so of course I didn't find passenger seat belt memory function there. Now I opened correct ELSA wiring diagram for 2002 car and everything is crystal clear now.
* Belt height adjustment is controlled by steering column adjustment control unit and not by seat memory control unit. I believe they split into two control units because of different manufacturers/suppliers of seats and everything else in the car.
* Steering column adjustment control unit has memory function capacity for only one seat belt. Driver side motor and memory sender are connected properly via control unit with memory function. Passenger side motor is connected directly to up/down switch without any control units and memory senders in between. Just a button and a motor. Simples!
* Because there is no additional "memory capacity"/terminals in steering column adjustment control unit there is nowhere I can connect my passenger motor with memory sender.
Or should I order additional steering column/seatbelt ECU from A8parts and use it's seatbelt memory function capability for passenger seatbelt? Because everything is done with old good wires it should be possible to marry existing ECU and 2nd ECU properly. But I think I won't bother as it's a factory feature and not a bug.
Wiring diagram:
