HC-05 Bluetooth Module - INQ-Command doesn't work

For a project I need to connect a Bluetooth Remote control with an Arduino Nano.

The Problem

I am trying to setup a connection to said Bluetooth remote Control. This device is visible! (I have confirmed it with a smartphone)

Here are the steps that I am trying to do with the Arduino and HC05 module:

AT <-- confirms, that Command Mode is running successfully

AT+ROLE? <-- 1 For Bluetooth Master Mode

AT+CMODE? <-- 1 allows connecting to any BT address

AT+INQM? <-- Show Inquiry access values

AT+INQ <-- Inquiry Bluetooth Device

After ~60 seconds, it just says “OK”, but according to this tutorial or according to this youtube video it should display all Bluetooth-devices, that are ready to connect. The BT device is definately visible. (I tried multiple BT devices like smartphones and peripheral devices).

Why is the inquiry not working? What is wrong here?