Posting the solution to a problem I had a hard time finding albeit Sensei Googling skills.
Although my app with react-router worked without any problem Storybook threw the error "Invariant failed: You should not use <Link> outside <Router>".
Error: Invariant failed: You should not use <Link> outside a <Router>
at invariant (tiny-invariant.esm.js:11)
at react-router-dom.js:181
at updateContextConsumer (react-dom.development.js:19747)
at beginWork$1 (react-dom.development.js:20079)
at HTMLUnknownElement.callCallback (react-dom.development.js:358)
at Object.invokeGuardedCallbackDev (react-dom.development.js:410)
at invokeGuardedCallback (react-dom.development.js:463)
at beginWork$$1 (react-dom.development.js:25730)
at performUnitOfWork (react-dom.development.js:24631)
at workLoopSync (react-dom.development.js:24613)
Strange, as the app worked (and therefor no <Link> was used outside <Router>).