setup: APIM + WebApi are in the same VNET, differnet subnets, with NSG rules

I am able to create an API manually in APIM and call the WebApi endpoint without any issues.

I am not able to import OpenAPI definition directly when entering the Swagger path to the OpenAPI import dialog.

Could it be so certain inbound/outbound rules for the import from the browser need to be added on NSG level?

Any ideas how it works?