The problem also happens when the website https://fast.com/ tries to connect to their servers to check the connection speed. An interesting detail to note is that this website is powered by Netflix and may use their servers to test the connection.
Maybe there was a VPN IP blocking by Netflix, which shouldn't be a surprise, let alone a problem for a company that provides VPNs that include this feature, as Kaspersky does.
The error messagem is red and it says "We were unable to access our servers to perform the test. Perhaps you are not connected to the internet."
I'm still waiting for a solution.