I can get it working with this command
sudo docker run -it --rm --user 0 -v $(pwd):/app rasa/rasa:2.5.0-full init --no-prompt
but then my file and directories rights are root, see below, I think that will create other problems?
drwxr-xr-x 3 root root 4096 huhti 21 13:17 actions/
-rw-r--r-- 1 root root 1352 huhti 21 13:17 config.yml
-rw-r--r-- 1 root root 980 huhti 12 22:50 credentials.yml
drwxr-xr-x 2 root root 4096 huhti 21 13:17 data/
-rw-r--r-- 1 root root 565 huhti 12 22:50 domain.yml
-rw-r--r-- 1 root root 1411 huhti 12 22:50 endpoints.yml
drwxr-xr-x 2 root root 4096 huhti 21 13:18 models/
drwxr-xr-x 2 root root 4096 huhti 21 13:17 tests/