For me, eating normal is losing weight. I needed close to 4000kcal to increase my weight. I don't think exercising more is an option. I know from previous efforts what my limit is and do not want to go that path again.
So to make things clear: May I generally have a positive effect by losing weight or should I drop the idea and instead focus to convert the fat to muscles?
It sounds like you are maxing out your exercise time and that you'll lose weight if you eat normally. Do I have that right?
If so, time in the saddle will burn the fat (see this week's CN Fitness Q&A section and also Matt Fitzgerald's book Racing Weight: How to Get Lean for Peak Performance
for the type of training required to burn fat/lose weight) and both time in the saddle and normal eating (for you at least) will help you lose weight.
BTW You cannot convert fat to muscle. It doesn't happen that way. You lose fat through aerobic exercise, and you gain muscle through strength training. That's a very simplistic view and not entirely accurate (again read Matt Fitzgerald's book), but you get my gist. More muscle helps you lose weight because it takes more energy to maintain normal muscle metabolism than fat, but you cannot convert fat to muscle.
Anyway, you'll maintain or increase muscle mass with time in the saddle and you'll lose fat/weight with time in the saddle and normal eating. This will result in a better power-to-weight ratio (as Tapeworm has already discussed) and better in-season performance on the bike, as long as your weight loss is sensible and not too rapid to affect performance.