Not sure what it could be, got it after upgrading to 3.6.1, please help :(
It looks like it's a bug due to the image format.
In the Image Editor window, select the image, then Image > Save As > File Format > choose PNG > Save as Image, then, in the Image Editor, AltR to reload the image. This time the painting will work normally. Pack your images.
Or, if you don't want to pack your images, open them in an image software and convert them to PNG (or JPG, or EXR).