I had the same issue. I found a solution for me, perhaps it also helps you.
Click on “View → Data Sources”. A row with two boxes will appear, probably already filled with some default “registered Databases”. Just remove those - I think, they were renamed or removed with a previous libre office update. Afterwards the wizard should be working again.
many thanks. Confusingly, I must say, I can nowhere find “Datasources” in a normal document’s view. Even though I configured the toolbars to show “Datasources”, the icon is not shown. It is also not shown as part of the View menu.
Hmm, I now increased the scope of my inquiry - and went for reinstalling my libreoffice packages. For some unknown reason the libreoffice base package was no installed, only the other components.
so, the solution was to install also the missing base package. And now everything works as expected.