From OpenSSL 1.0 change log:
Make PKCS#8 the default write format for private keys, replacing the traditional format. This form is standardis
Succeeded to solve that in that way - the request:
openssl req -configconfigfile.cfg -newkey rsa:2048 -keyout newkey.pem -out newreq.pem 365
Then, I converted it to RSA format:
openssl rsa -in newkey.pem -out newkey.pem
Hope that it will help someone.