To fix the problem I moved the model classes to model package and added new ProGuard rule for the package.
-keep class com.company.myfeature.model.** { *; }
Another solution would be to use @Keep annotation from support library to disable the obfuscation for the class:
@Keep
data class MyRequestBody(val value: String)
Using @Keep may cause problems because it’s easy to forget to add it for new classes.
Hopefully in future there will be a way with one ProGuard rule to disable the obfuscation for all Data classes in package without the need to have a sub-package for the model classes.