Issue confirmed.

@Bakual do you know if this expected Behaviour?

Menu item Type 'External url' should be in the list

Nope, that should not be there IMHO.
Let me elaborate here: Menu XTD Button was created as a way to expose internal links. The external URL, although a legit menu, is not representing an internal page and thus it shouldn't be in the list of menus (you can directly insert the link through another tinyMCE button).

The external URL, although a legit menu, is not representing an internal page and thus it shouldn't be in the list of menus (you can directly insert the link through another tinyMCE button).

If being able to "directly insert" a link via another Tinymce button excludes that type of menu item ... then the same criterion excludes all menu items to Articles. There is another Tinymce button for inserting direct links to Articles.

Looks like it is at least intentionally not shown for the modal: https://github.com/joomla/joomla-cms/blob/staging/administrator/components/com_menus/views/items/tmpl/modal.php#L89-L90

If you want to propose a change, you likely have to adjust that list there.

There was a good reason for not including alias, separator and url menu items in the possible list displayed by the modal. (container was added later).
The modal is used to select a redirection in many places and these redirections have to be internal.
Criterion for articles are quite different: one can indeed insert a link to an article via the Articles button and, if desired, to an existing menu item via the Menus button. Both are internal.

If one want to insert a link to an external site using TinyMCE, one has to use the Link button.