Ok, it works now.
What I did:
- Renamed "Opera GX Stable" folder to "Opera GX Stable old" at C:\Users*User*\AppData\Roaming\Opera Software.
- Ran Opera installation, it creates new "Opera GX Stable" folder.
- Moved all the files from "Opera GX Stable old" to "Opera GX Stable"
Seems like some file went missing or something