I followed your steps and got the following:
After opening “Fuhrerbunker” my VR headset shows an Oculus “background” with a mini-screen ( black and white pattern) showing “loading” with a “rotating wheel” (something in progress).
After clicking on the “VR headset” on my PC monitor screen, I get an opening screen ON MY PC MONITOR (presumably the start-screen for Fuhrerbunker) with 3 small icons, at the base of the monitor screen – these icons indicate that my headset is tracking and that my two hand controllers are tracking.
However, on my VR headset all I have is a screen showing an Oculus “background” with an overlay mini-screen (with black and white pattern on it) now with the words “now playing” shown on it (with the rotating wheel – something in progress – there).
I have taken a screenshot of the opening screen on the PC monitor but am unsure how to upload it here.