Ok, what I’ve done now:
I removed the openssh with dnf remove openssh…
Then deleted the whole ssh directory.
Installed openssh again with dnf install openssh…
Now ssh works without any changes in the sshd_config and in the sshd_config.d directory.
Of course not for root (because not allowed by default), but for normal user.
But it was a new (my first) Rocky9.2 installation, ssh was the first thing I’ve tried on this.