The URL you give is not a WMS URL, despite it working for you in ArcGIS. The WMS URL for the service is at:
I can load this service URL in QGIS 3 as below:
So I looked again and it wasn't working for me, and then I realised that when looking at the service initially I had Fiddler (proxy) open to look at the requests being made...
So there does seem to be some issue going on here with using this HTTPS service and QGIS.
I am able to run another HTTPS WMS service (https://inspire.caris.nl/server/services/ows/view/map/unclos-zones-noordzee_IVS?) without the proxy on QGIS so the issue appears to be with the SSL handshake between QGIS and the Copernicus WMS server.
The choice of inspire.caris.nl as a test is not a coincidence, it's because the Caris server is listed in the QGIS > Options > Authentication > Manage Certificates > Servers (Server certificate exceptions) dialog. So it might be worth added the Copernicus certificate here and having a play with the options to see if you can get around the issue.
It's good to know that there is an HTTP alternative that works, but really you'd expect the HTTPS version to work too.
I'm guessing it works for Fiddler as the proxy because FiddlerRoot is regarded as a trusted authority.