Hi,
I will try to answer all your doubts.
You wrote: "I still have a hard time because that problem is only with my new laptop. Can't it be that this wifi adapter is losing signal?" I answer you: No, because otherwise the problem would arise even when your laptop is connected individually to the wi-fi router. The laptop connected individually to the router, I mean your laptop connected to the router with all other devices turned off.
Then you wrote: "That laptop hasn't been connected to the router alone for a long time." I answer you: It is necessary to keep the laptop connected alone to the router for a long enough time to check if the problem recurs or not. A time of only 5 minutes is not very indicative. If during this test the laptop continues to work fine, the problem is not your laptop. If the problem still recurs with this test then it is a problem with your laptop. So first of all you need to be sure about this test.
You don't need to be an expert technician to perform these tests.
Then you wrote: "but please try to explain how other devices can interfere with my laptop but not cause problems for others. And if so, what would be the solution for that?" I answer you: The other laptops or devices definitely don't have it same hardware as your laptop. In addition, other laptops do not run the same programs that run on your laptop, so the behavior can be different. Once the interfering device has been identified, it should be removed, replaced or updated.
I'm sorry but I can't be clearer than that.