Found a solution
To do this, you need to downgrade your Radeon Adrenalin to 21.8.1. But you can roll back to the newest Adrenalin version again after launching the game and changing the resolution.
1. Export Adrenalin settings in [Settings] > [System] and save it.
2. Download Adrenalin 21.8.1 from a website like Guru3d.com which archives driver versions. You can google it with such words like "Adrenalin 21.8.1 guru3d" and install it.
3. After restarting the PC, launch the game.
4. In the options menu of the game, change the resolution to your actual monitor resolution and apply it.
5. Exit the game to close it.
6. In [Home] or [System] of Adrenalin, update the driver to the newest (roll back to the newest).
7. After restarting the PC, import the saved settings of step 1.
8. Launch the game.
I'm not sure, but I have the feeling that Radeon Super Resolution should be turned off in the last step.
The point is, Bayonetta starts with 5K resolution at the first launch. Your graphics driver should be capable to adjust the resolution to yours automatically. But the newest of RX 6600 XT fails to do it (I assume RSR has something to do with it. But disabling RSR does not help you).
I have another PC with RX 6500 XT with Adrenalin 22.11.2 (newest). Since I could launch the game on the PC without the issue, I made an assumption and tried it out, and yes, it succeeded.