[Python] AzureDefaultCredentials fail with Authorization Code: None

Tried this question. I'm running this code locally in Visual Studio Code, and am logged in using az login. I've also tried aad_credentials = AzureCliCredential() with the same result. Left out the details of creating the group.

aad_credentials = DefaultAzureCredential()
URI = environ.get("DPS_ENDPOINT")
client = DeviceProvisioningClient(endpoint=URI, credential=aad_credentials)
group_id = 'symetric_group_test'
enrollment_group = {
"enrollmentGroupId": group_id,
"attestation": {
"type": "symmetricKey"
}
}
client.enrollment_group.create_or_update( id=group_id, enrollment_group=enrollment_group


Response:

azure.core.exceptions.ClientAuthenticationError: (None) Authorization failed for the request
Code: None
Message: Authorization failed for the request
​

adding logging_enable=True did not provide any output.

Anything hints or directions on how to debug?

I get the same error in Azure Cloud Shell.

This might be the issue. I have permissions in portal, but in CLIs:

az role assignment list --assignee <username>
[]

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