It works,

I am somewhat mad about this, I lost so much time trying crazy configurations, passing cable around. And using a WiFi usb adapter solved my problem.

For the common good there goes my configuration, my integrated WiFi adapter (the one that don't work) is: Intel Dual Band Wireless-AC 3168, my USB adapter is: D-Link DWA-131 Nano USB Rev-E. I updated the driver of my integrated card it but didn't help.

I can't say I am perfectly happy with this solution though, having two WiFi cards in my PC and using the external one just feels wrong. Also why also the hardware matter for this specific game and not for everything else? But yeah, better than bring the Ethernet cable to the living room.