Hi Pierre,
I'm really not sure. No one else is reporting this as an error so it is a specific issue with something on your PC.
Without access to your PC diagnosing the issue is not going to be easy.
I am reasonably convinced its an issue with your firewall as that's the only thing that can stop internet access at an application by application level i.e. PGO has no access but other applications (like your internet browser) do have access.
Please have a look in your Windows Firewall settings. You should see an entry for PhantomJS like the one in the attached photo.
If you scroll the Firewall screen to the right there are more settings which should all be set to "Any".
Open Windows Firewall by clicking the Start button , clicking Control Panel, clicking Security, and then clicking Windows Firewall.
Cheers,
Wilson.