As mentioned by the Original Poster in the comments, the fix could be to clear your cache.
npm cache clean --force
If this still doesn't work, you can follow the steps below to install and try with Yarn:
If neither npx create-react-app my-app
and npm init react-app my-app
are working for you, try Yarn to see how it goes.
I have used CRA is multiple projects on Windows, Ubuntu, Mint and macOS and have never explicitly installed rxjs, nor have I been asked for it. This leads me to think that this problem is almost certainly caused by sth local to you rather than sth wrong with CRA. I assume that you have searched through their issues on Github.
Try it with Yarn
Open a new terminal (linux and macOS) or command line (Windows) session cd'd to your documents folder or suitable alternative. Then run:
macOS
brew install yarn
yarn create react-app my-app
Windows (with Chocolatey)
choco install yarn
yarn create react-app my-app
Ubuntu
curl -sS https://dl.yarnpkg.com/debian/pubkey.gpg | sudo apt-key add -
echo "deb https://dl.yarnpkg.com/debian/ stable main" | sudo tee /etc/apt/sources.list.d/yarn.list
sudo apt-get update && sudo apt-get install yarn
yarn create react-app my-app