The Windows Mixed Reality PC check wasn't my real problem.
Via Steam the headset was not even detected, because the real problem was here: Troubleshooting Windows Mixed Reality - Enthusiast Guide | Microsoft Docs
"I'm getting a "The install class is not present or is invalid" error in Device Manager
If you see "HoloLens Sensors" with a yellow exclamation mark in Device Manager, double click on the device for additional details. If you see a message saying "The drivers for this device are not installed. (Code 28) -- The install class is not present or is invalid", this is typically because your PC is running Windows 10 N. Please note that N-editions of Windows 10 do not support Windows Mixed Reality, and you'll need to install a non-N version of Windows 10.