Hi jan,
Thank you for posting your question here!
This particular error usually happens when Windows network services and Microsoft sign in get locked in the background which is why the window cannot be closed.
Step one is to press Ctrl Shift Esc to open Task Manager and force close Microsoft Store, Xbox App, Microsoft Account Sign In, and Runtime Broker. Step two is to restart Windows Explorer from Task Manager, so the stuck dialog loses control. Step three is to open Command Prompt as admin and run netsh int ip reset then netsh winsock reset then restart the PC to fully reset the network stack. Step four after reboot is to go to Settings Apps Installed apps and reset Microsoft Store and Xbox App then open Microsoft Store first and sign in there on a Private network with VPN turned off. Step five if the message still comes back is to test with a temporary local admin account because that confirms profile level corruption.
Let me know if you need further assistance, feel free to ask me by clicking "Add Comment" or "Add Answer" if you cannot add comment so your response will be visible. Thank you and I appreciate your effort.
Best Regards,
Angelique P.