The issue is occurring for over one week. Before that, the game worked perfectly fine.
I tried a few things, including verifying the files on Steam and reinstalling the game. It did not solve it. From what I can tell, my issue seems similar to another post in the tech-support here. So, I tried to use my smartphone as hotspot, but that did not solve it.
But surprisingly: On train, I tried to run the game with the hotspot on a different device, my laptop instead of my desktop PC, and it did solve it. The game started and I could enter the main menu. Back home, same procedure, but it did not solve it again.
And it is still not working.
Therefore, I created this tech support request and thank you, Tech Support, in advance for your help.