I found the mistake. It’s Windows. It removes the last slash at the URL https://transfer.someone.com/dav/ .
This makes Pydio answer with the normal HTML page. @zayn 's recommendation to take the URL https://transfer.someone.com/dav/personal-files worked.
Here is a screenshot from mitmproxy showing the wrong URL.
During my search I also came across the following.
https://www.fladi.at/posts/windows-webdav-fail/
How can I solve the issue?