I´ve provided the answer to another thread you opened (I´ve made the example for the XMC4200 CPU board so you may need to change pin layout). The issue that you see with the J-Link is not caused by the UART example but by the J-Link itself so a cause can be more than one thing but I would suggest to see if you have installed SEGGER J-link driver at the first place and how does your debug configuration window looks like...it should be something like this below:
Attachment 3635
Best regards,
Deni
Attachment 3635
Best regards,
Deni