m15 R4, Killer Wi-Fi 6 AX1650w WiFi disconnects

I just bought an Alienware m15 R4 that comes with Killer Wi-Fi 6 AX1650w 160MHz Wireless Network Adapter (200D2W). When I browse the internet (YouTube), the WiFi works as expected. But when I use a setup installer, such as the one from Adobe, the WiFi disconnects after a few minutes. The status turns into "No Internet" but the router is still connected to my laptop. I have to break the connection and re-connect manually to re-establish the WiFi.

Does anyone have this problem? Killer Control Center tells me that my router is too old for it. It also recommends me to upgrade. I'll contact my internet provider and see what can be done. I'm disappointed that the new network cards are not working as well with the older routers. No other computer of mine has this disconnection problem.

UPDATE=I have tried an Ethernet cable and everything works fine with that.