Is it okay to ask a professor from another university for class lecture notes of a course that he offered on that university? I find two very interesting courses that were offered in the Spring 2019 semester at ETH Zürich. Unfortunately, their class lecture notes are not shared publically. I wonder if it is appropriate to email the professors and ask them for class notes.
You can always ask as long as you are polite.  There are many reasons that an instructor wouldn't want to release their notes, though.  Among them (there are others):

Their notes are copyrighted and don't belong to them, either because THEY are using another person's notes or because their notes are part of a textbook that they wrote and signed copyright over to.
Their notes include important assignment information for assignments that are given every year, so they don't want them in the wild
They want to protect their copyright and just straight up don't want to give you the notes

I, personally, would have no issue giving my notes out to anyone who asks, but I'd give the big caveat that you can probably find better resources.  Other instructors may just ignore you.  However, a polite query is fine.