OK, I got it.
There is Content-Security-Policy thing that restricts connections to outside. You can check it here https://securityheaders.com
Content-Security-Policy default-src 'self'; connect-src 'self' steemworld-ws.org api.steemit.com api.justyy.com api.steemitstage.com steemd.privex.io steemitimages.com api.steem-engine.com scot-api.steem-engine.com; font-src 'self'; frame-ancestors 'none'; frame-src 'self'; img-src * data:; object-src 'none'; script-src 'self'; style-src 'self' 'unsafe-inline'
Workaround would be to use "local" steemworld without those restrictions, but downloadable versions does not exist anymore.
RE: How To Use SteemWorld On Hive [Tutorial]