It seems that not all UICR registers are erased on this nRF52840 chip
nrfjprog -f nrf52 --recover
Just make sure one more time:
nrfjprog -f nrf52 --eraseuicr
nrfjprog -f nrf52 --readuicr uicr.bin --log
Storing data in 'uicr.bin'.
Displaying uicr:

It's indeed there
nrfjprog -f nrf52 --memrd 0x10001208 --w 8 --n 4
0x10001208: 5A 00 00 00 |Z...|
And it can't be overwritten:

What's happening here?
The APPROTECT register should show 0xFF!
This is the chip:

0FAA as INFO.VARIANT (https://infocenter.nordicsemi.com/index.jsp?topic=%2Fcom.nordic.infocenter.nrf52832.ps.v1.1%2Fficr.html&anchor=register.INFO.VARIANT)
I now also found https://infocenter.nordicsemi.com/index.jsp?topic=%2Fps_nrf52840%2Frev_history.html that 0x5A (HwDisabled) is an option for "Hardware disable of access port protection for devices where access port protection is controlled by hardware and software"
My problem is that after each power cycle it failed to flash without clearing UICR first.

