Sharing link with 'Anyone with the link can view' option still prompts anonymous users to login.

Hello,

When I try to share a folder / files in SharePoint with the 'Copy Link' option and select 'Anyone with the link', users with the link are still required to login (and have access rights). 

Error message (using a incognito / inPrivate browser window):

I configured the following settings:

Policies -> Sharing:

Site Sharing policies:

Any suggestions what the problem might be? Thanks in advance!