I found the culprit. I doubt any of you would have guessed it: it's a tiny (less than 2mmx1mm) residue of manufacturer's wrapping material that didn't get peeled off from the top of the front derailleur cage , which is rubbed by the chain when the chain is on the middle cog. Only when back pedaling because of the way the little piece is stuck on one side of the cage. It's very hard to see. I put laid the bike down and looked hard to find this little red colored "foreign object". See attached picture (with a regular-sized paper clip that I used to access this piece of plastic wrapper). From the partial picture and words on it it seems to be a label/instruction about how to assemble/install the front derailleur.

"Something stupid", indeed (more stupid than crank arm touching cable ends, which I know from past experience).

Add this to possible causes of chain noise on a newly bought bike.