Oops, my fault. I meant 0.2mm layer height and 0.4mm layer width. And while I already printed this correctly, I reprinted it with slic3r, which did a much better job of filling the thin walls correctly in the other parts of the model. I had a wall that was 1.2mm thick, and cura decided to print 1 perimeter and then use tiny zig-zag infill which resulted in 4 more hours to print and a crazy shaking printer (see second picture). Slic3r simply printed 3 lines as expected.