(Spyder dev here) I'm almost sure your problem is because of a firewall issue. It seems your firewall is too strict and it's blocking all attempts to try to open a port for our purposes.
To avoid blocking the full application while evaluating stuff, we run our python interpreter on a different process than the one Spyder runs on. We communicate with that process using a simple sockets protocol, which opens a new port on your machine and sends data back and forth between the console and Spyder through that port.
That's also the reason why you are not seeing the error on a regular python interpreter: because it doesn't need to open a port to run.