Update: It seems to only affect my PC.

A colleague of mine tried to use the peek functionality on their own computer in the same tenant and the same cluster, and then it worked!
I logged into their computer in incognito tab and then it worked too.
My colleague then logged into my computer in an incognito tab and it did not work.

So we are a bit lost about what can cause this. We are supposed to have the same managed PC system from the company as well.

Any ideas? Or just accept that my PC has been cursed by the Databricks spirits?