I'm sorry if this was asked before, I'm struggling to find good, descriptive words for a search query.
My question is, why exactly Altium does not allow me to close a loop in the example below and which rule controls that?
I think Preferences | PCB Editor | Interactive Routing | Automatically Remove Loops is on by default, uncheck it and I think you will be able to do what you want.
Oh man, I was searching for more than an hour and playing with design rules, completely forgot that it might be a global preference. Thanks a lot, it works now.