Sure, it is not an major issue nor is it happening very often but when you’re in this situation it’s pretty hard to find the bug. I’ve already contacted the developer of WP-Piwik and as a workaround for now I can only suggest to enable “index.php” in file-index.names of your Piwik-installation.
Edit: I’ve spoken to the author of WP-Piwik André Bräckling and he fixed the issue (which was more Piwik-related than a actual bug in the plugin) in not more than 6 days! Revision 0.8.8 is the fixed one and is already in the wordpress plugin directory. Thanks André, you do a great job!