I have no idea what was wrong and am none the smarter. I now changed the setup around.
I wanted to use the trigger because I didn't want to constantly update velocity floats for the mechanim. It occured to me that I don't need to do that anyway. Instead of triggering, I set the float at desired times to (somewhat arbitrary) values and use that to move the animations to the desired state. In other words, the value might change constantly in the FSM, but the Mechanim can have it simpler and only needs to know once that velocity is, say above 5, to move into the correct animation.
In case someone wants to know how: when your character is jumping, set the animator float to, say "5" and then in mechanim the condition so that if value is greater than 4 to move into the desired animation. Simply space out the values to make jumping (trigger), rising (velocity is above 0.3), falling (below 0) and landing (above 0, but following the falling state).