So I did, and here is the final answer, I guess the others might be interested in it, too.
wp.COM Site Redirect is 301 redirection. Great!
But what about search engines and other services that access the old example.wordpress.com links? Up until now, WordPress.com would send those services a 302 redirect which would tell them that a link had a new temporary home, and to go index that new link, but to not forget about the original one.
Today we have changed 302 redirects to 301 redirects. A 301 redirect tells search engines the new link has moved permanently, and they can discard the old links.
That's a great news, so I can mark this as resolved.