Apologies for the noise. I have found out that this problem is related to "metered connections". On those ones, Emacs cannot trigger opening of the file and is not capable of returning the right error message. Once I disable the option "metered connection" from the network, Emacs operates as expected. I suspect this cannot really be attributed to Emacs, except for the lack of error message in the first situation.

Eli Zaretskii <eliz@gnu.org> escribió:

Date: Tue, 12 Jul 2022 15:46:40 +0200
From: Juan Jose Garcia Ripoll <juanjose.garcia.ripoll@csic.es>
Cc: Eli Zaretskii <eliz@gnu.org>, 56499@debbugs.gnu.org

I tried evaluating find-file-name-handler as suggested and it returns nil. I suspect it is due to OneDrive (and
now also Nextcloud's) virtual files, which live online until requested. Somehow opening the file does not
trigger the required download.

Does the problem only happen with files that are not downloaded from
the cloud?  What if you tell OneDrive to download that file, then tryagain -- does the problem go away then?