Hi @Valentino Diller ,
Welcome to Microsoft Q&A forum and posting your question here.
According to my search, I found a known issue which says You can't add an Internet calendar in Outlook 2019, Outlook 2016, and Outlook for Office 365
So, as the document mentioned, you may use Outlook Web App (OWA) to work around the issue.
Because OWA doesn't have this authentication header behavior, so you can open the Internet calendar successfully.
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