I found the problem. That particular gdb contains .cdf files which means it is compressed. OGR cannot handle compressed gdbs. I had to uncompress the geodatabase using ArcMap first and was then able to read it using Fiona.
You shouldn't open files directly from the .gdb folder.
What you should do is use the Data Source Manager and select the GeoDataBase folder, and within it select the layers.
The Process is explained here.
You can also see the layers from the browser, the .gdb folder appears there like a GeoPackage database.