Configure SQL Server Job with dtsx

I migrated from SQL Server 2008 to 2019. On the old server there is set up a job, which calls a dtsxfile. It needs database access, file system access because it saves tmp files to disk, and internet conneciton to send this file.
The connection string is defined followings:

DTS:ConnectionString="Provider=SQLOLEDB.1;Password=p@ssword;Persist Security Info=True;User ID=MyUser;Initial Catalog=MyDB;Data Source=SQLServer\Instance;" /

If I run it using the Execute Package Utility it works. If I run it through the SQLServer Job, I get the error that the user is not granted to access the file system. The owner of the job is the same I am logged in and run the package using the Utility.

In the history i see:

The job failed. The Job was invoked by User Domain\RightUser.....
where RightUser is the Owner (and same as before, the same user...