Thank you @MiguelParedes for your efforts and suggestions.
I got in touch with Arpav Agency IT technicians which told me "At the moment we block access on a geographical basis, starting from the assumption that our services serve Italy and neighboring countries" (so strange and disappointing in my opinion!).
Actually the Website Reachability Check (https://semonto.com/tools/website-reachability-check?test=8b8404b2df8dbb957a82609fa60097f0a) says the service is not reachable just from UK (it's reachable form USA)!
I'm going to ask them to remove this block.
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Summarizing, after your suggestions, at the moment it will be interesting for me to understand why URL like
https://gaia.arpa.veneto.it/geoserver/ows?service=WFS&version=2.0.0&request=GetFeature&typename=geon...
are not working in ArcGIS Online.
The strange thing is that I saved the JSON file (it's attached here as zip file) and then succeed in loading it on ArcGIS Pro using JSON To Features tool.
If I try to Add Layer form file with ArcGIS Online, I get the unsupported GeoJSON 'crs' member error, also if I load a file in EPSG 4326 or EPSG 3857 CRS.
So it would be interesting to understand why ArcGIS Online is not able to load using Add layer form URL a JSON service which gets a JSON file which is OK with Pro. Maybe something in the URL syntax?