How to fix No connection of type ConnectionType.AZURE_AI_SERVICES found error

Question

I'm attempting to follow the setup for creating a RAG app using this site:

https://learn.microsoft.com/en-us/azure/ai-studio/tutorials/copilot-sdk-create-resources?tabs=windows

After doing the first step, I get this error:

azure.core.exceptions.ResourceNotFoundError: No connection of type ConnectionType.AZURE_AI_SERVICES found

If I cut it down to find where the error is happening, it's on this line:

chat = project.inference.get_chat_completions_client()

My models are all deployed and I've triple-checked the .env file for the connection string.