Browser works, online games don't?

I have the following problem: I'm connected to the Internet, the browser works perfectly, Steam, Epic Games and Co. Also. Downloads go through quickly. But when I start an online game, be it Shooter MOBA or MMO, I can never connect to the servers. What could that be? (Windows 10 Pro, Lenovo ThinkPad T450s)

Could be due to your firewall or antivirus.