I was able to reproduce the issue myself now. Relevant part of the journal:

Apr 25 11:56:50 asdf-Standard-PC-Q35-ICH9-2009 gnome-initial-setup.desktop[2062]: flutter: DEBUG network: Update devices: [WifiDevice(vendor: , model: , state: needAuth)]
Apr 25 11:56:50 asdf-Standard-PC-Q35-ICH9-2009 gnome-initial-setup.desktop[2062]: flutter: DEBUG network: Update access points: [AccessPoint(ssid: FRITZ!Box 7530 MR), AccessPoint(ssid: FRITZ!Box 7530 CX), AccessPoint(ssid: FRITZ!Box 7530 VU), AccessPoint(ssid: FRITZ!Box 7530 BZ), AccessPoint(ssid: DIRECT-ZM-FireTV_eca1), AccessPoint(ssid: FRITZ!Box 7530 BW), AccessPoint(ssid: WLAN-NE), AccessPoint(ssid: FRITZ!Box 7530 QH), AccessPoint(ssid: FRITZ!Box 7530 XH), AccessPoint(ssid: FRITZ!Box 7530 TC), AccessPoint(ssid: FRITZ!Box 7530 MQ), AccessPoint(ssid: FRITZ!Box 7530 PD), AccessPoint(ssid: Hotspot8EA2), AccessPoint(ssid: Hotspot0400), AccessPoint(ssid: FRITZ!Box 7530 YJ), AccessPoint(ssid: FRITZ!Box 7530 VH), AccessPoint(ssid: FRITZ!Box 7530 EV), AccessPoint(ssid: FRITZ!Box 7530 XO), AccessPoint(ssid: FRITZ!Box 7530 HS), AccessPoint(ssid: FRITZ!Box 7530 GF), AccessPoint(ssid: FRITZ!Box 7530 WW), AccessPoint(ssid: FRITZ!Box 7530 UE)] (WifiDevice(vendor: , model: , state: needAuth))
Apr 25 11:56:50 asdf-Standard-PC-Q35-ICH9-2009 gnome-initial-setup.desktop[2062]: flutter: DEBUG network: Update devices: [WifiDevice(vendor: , model: , state: needAuth)]
Apr 25 11:56:50 asdf-Standard-PC-Q35-ICH9-2009 accounts-daemon[1031]: failed to check if user 'asdf' in cache dir is present on system: No such file or directory
Apr 25 11:56:51 asdf-Standard-PC-Q35-ICH9-2009 systemd[1]: systemd-localed.service: Deactivated successfully.
Apr 25 11:56:52 asdf-Standard-PC-Q35-ICH9-2009 NetworkManager[1066]: <warn>  [1714039012.6561] device (wlp7s0): no secrets: No agents were available for this request.
Apr 25 11:56:52 asdf-Standard-PC-Q35-ICH9-2009 NetworkManager[1066]: <info>  [1714039012.6562] device (wlp7s0): state change: need-auth -> failed (reason 'no-secrets', sys-iface-state: 'managed')
Apr 25 11:56:52 asdf-Standard-PC-Q35-ICH9-2009 NetworkManager[1066]: <info>  [1714039012.6564] manager: NetworkManager state is now CONNECTED_SITE
Apr 25 11:56:52 asdf-Standard-PC-Q35-ICH9-2009 NetworkManager[1066]: <warn>  [1714039012.6566] device (wlp7s0): Activation: failed for connection 'FRITZ!Box 7530 MR'
Apr 25 11:56:52 asdf-Standard-PC-Q35-ICH9-2009 NetworkManager[1066]: <info>  [1714039012.6567] device (wlp7s0): state change: failed -> disconnected (reason 'none', sys-iface-state: 'managed')
Apr 25 11:56:52 asdf-Standard-PC-Q35-ICH9-2009 wpa_supplicant[1073]: wlp7s0: Reject scan trigger since one is already pending
Apr 25 11:56:52 asdf-Standard-PC-Q35-ICH9-2009 wpa_supplicant[1073]: wlp7s0: WPS-CANCEL
Apr 25 11:56:52 asdf-Standard-PC-Q35-ICH9-2009 gnome-initial-setup.desktop[2062]: flutter: DEBUG network: Update access points: [AccessPoint(ssid: FRITZ!Box 7530 MR), AccessPoint(ssid: FRITZ!Box 7530 CX), AccessPoint(ssid: FRITZ!Box 7530 VU), AccessPoint(ssid: FRITZ!Box 7530 BZ), AccessPoint(ssid: DIRECT-ZM-FireTV_eca1), AccessPoint(ssid: FRITZ!Box 7530 BW), AccessPoint(ssid: WLAN-NE), AccessPoint(ssid: FRITZ!Box 7530 QH), AccessPoint(ssid: FRITZ!Box 7530 XH), AccessPoint(ssid: FRITZ!Box 7530 TC), AccessPoint(ssid: FRITZ!Box 7530 MQ), AccessPoint(ssid: FRITZ!Box 7530 PD), AccessPoint(ssid: Hotspot8EA2), AccessPoint(ssid: Hotspot0400), AccessPoint(ssid: FRITZ!Box 7530 YJ), AccessPoint(ssid: FRITZ!Box 7530 VH), AccessPoint(ssid: FRITZ!Box 7530 EV), AccessPoint(ssid: FRITZ!Box 7530 XO), AccessPoint(ssid: FRITZ!Box 7530 HS), AccessPoint(ssid: FRITZ!Box 7530 GF), AccessPoint(ssid: FRITZ!Box 7530 WW), AccessPoint(ssid: FRITZ!Box 7530 UE)] (WifiDevice(vendor: , model: , state: failed))

I wonder if there's something missing from the minimal gdm session for network manager to be able to show the password dialog.