3293603 - Error STREAMING_SET_STATEMENT when loading snapshot for remote table in SAP Datasphere

Symptom

When loading a new snapshot for a remote table in SAP Datasphere (SAP DS), following happens:

Error: {"timestamp":20XX-XX-XX XX:XX:XX.XXXXXXX,"origin":"_sys_task","message":"internal error: Error opening the cursor for the remote database Exception while processing request "SDA Response for ABAPAdapter of type SUCCESS_MSG responding to STREAMING_SET_STATEMENT" at federation/fedservice/FederationQueryExecutorManager.cpp:227; Statement: ,INSERT INTO "..."}

Environment

SAP Datasphere

SAP Data Provisioning Agent (DPAgent / Smart Data Integration (SDI))

Reproducing the Issue

SAP Help Replicate Full Set of Data

Cause

Streaming RFC connection is not working properly.
In SM59, RFC Connection test fails because gateway doesn't allow the callback program registration:

LOCATION SAP-Gateway on host HOST_NAME / sapgw_NR
ERROR registration of tp IM_HANA_ABAPADAPTER_XXXXXXXXXXXXX_XXXXXXXXX from EXTERNAL_HOST not allowed
COMPONENT SAP-Gateway
RC 720