At least two other Makerspace users have no trouble, one connecting with Lightburn on Windows, one with rdworks on Windows.
They have a single USB cable for the laser, so I was unable to try alternative ones.
Laser appears to have no Ethernet ports, but supposedly has ability to connect via Wifi. Not sure how connection via wifi works in LightBurn, for now I found Adding Wi-Fi to Ruida RDC6445G that suggest that additional hardware is necessary.
My lightburn is not installed but I redownloaded app image from Download / Trial – LightBurn Software
I will now look also for an alternative, software - though I was happy about lightburn because it works on Linux.
Yes (sudo apt-get update + sudo apt-get dist-upgrade) though maybe it is issue solvable by upgrading to 18 LTS (I am on 16 LTS) that I plan to do anyway.