OK, found a workaround, installing packages virtualbox-guest-dkms and linux-headers. But wait, it is not the end of story just yet!
I got curious about why this problem started in the first place, and tried other DEs again. Xfce seems to work almost OK, but now it does not respond to e.g. window resize as before.
A solution to that was to install virtualbox-guest-iso in my host, and use that for installing guest additions inside the guest.
Reason: Oracle has found some problems in VirtualBox Linux guest systems with 5.2.0, and has provided a new guest iso version 5.2.1, and fortunately Antergos already has that package.
So, for now at least, do not install virtualbox-guest-* inside the guest VM. Use the host iso instead.