Difference between external Power source and Arduino - *~.'Magic*~°^-,

Is this an effect of power decoupling?

It is the effect of lack of decoupling.

but why it works with USB power then?

There is some decoupling on the USB power supply and at the arduino, you just ran out of it when you started adding stuff.

http://www.thebox.myzen.co.uk/Tutorial/De-coupling.html

3rd Picture 2 C's à 10uF are installed.

One of my least favorite sites, they are often wrong. You need 0.1uF ceramic on each chip as close to the chip as possible.

i guess there is maybe no need to decouple

You guess wrong.