Deep recommended I check the nginx logs so I did, I found the following line:
[error] 14468#14504: *12 directory index of "C:/MAMP/htdocs/" is forbidden, client: 127.0.0.1, server: , request: "GET / HTTP/1.1", host: "localhost"
I remembered I changed the Document_Root in MAMP itself but never did this in my nginx.conf
After changing the Document_Root in the nginx.conf the .php files worked :)
The line that I changed to the real Document_Root:
# MAMP DOCUMENT_ROOT !! Don't remove this line !! root "C:/MAMP/htdocs/";