The only way to fetch an activity sequence number into a customer order preposting, is by connecting the line to a project.  Try doing a RMB on the customer order line to ‘Project Connection’, and connect your project. 

On that way the line (Customer Order Line) is pre posted for Project and Activity Seq but the header (Customer Order) is pre posted only for Project. The Activity Seq is still empty

Yes, that’s true. 

Preposting on customer order header is used mainly as a default source for preposting on the CO lines, and it is line-level preposting affecting postings created. 

Project activity sequence cannot be used on header-level preposting.