Can confirm that the Netlock CA removal is causing this issue:
I tested the app on my old S20 Ultra (I no longer use it, I probably should sell it at this point, but hey, it came in handy now). It works there, but as soon as I distrust the Netlock CA on that phone, the app starts having the same connection issues as my GrapheneOS Pixel 8.
Thankfully, I do have an account at another bank (namely, MagNet Bank) and I've so far not experienced any major GrapheneOS related issues with their app (granted, my account there is only 3 months old compared to 8 years at Granit). So for now, I'll use their services instead of Granit's.