Disabled UPnP from router and it started to work.
Same issue. I tried to fill a bug report on the Paradox forum but nobody cares. They even hid my post.
Unfortunatly disabling uPnP in my router is not enough for me and 'unshare -n imperator' launch the game as root, something I don't want to do.
So for now I need disconnect from the network, launch the game then reconnect. Really annoying.