Hi, finally I was able to do some investigation related to this ticket.
The syslog-ng manpage need to be updated and I'll do that. On the other hand, the ${localstatedir} and the ${exec_prefix} is more like an upstream decision in how to handle things, than an actual bug. For some reason, they decided to centralize the path handling into one place (lib/reloc.c) and in every place they save the paths with the variable and only expand the variables at use time. But for some reason, the help screen is not counting as a use time and they did not expand it. Of course this can be also seen as a bug and for that reason I've created a ticket in the upstream ticketing system to iron this out. The upstream ticket is: https://github.com/syslog-ng/syslog-ng/issues/4138