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I have installed OpenHab 2.3 and the KNX binding in the version 2.3. In my KNX IP/Gateway settings I have set the values as you can see in the picture.

Everything works fine and I can control my KNX Devices which I have added. But when I am switching for example the lights off at the physical light switch, OpenHab does not receive this information and is still displaying that the light is on. My question is if I have configured anything wrong here, of if the binding does not support this function, or where else could be the mistake? Thanks in advance.

Your KNX/IP Router is most likely filtering out the telegrams, so they never reach OH2.
Check with ETS your Router config and either allow routing or setup a dummy app and link the GAs in order for the filter table to be populated and allow routing.