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Unable to run parpool in Net application. Failed to initialize the interactive session.

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I have an initialization routine in my .Net compiled MatlabAlgo dll.
poolobj = gcp('nocreate'); % If no pool, do not create new one.
if isempty(poolobj)
poolobj = parpool( 'local','IdleTimeout', 240);
end
I run this from a thread in my C# application.
I get the following error:
Parallel pool failed to start with the following error.
Failed to initialize the interactive session.
C:\Program Files\MATLAB\R2021b\mcr\toolbox\parallel\cluster\parpool.m, name parpool, line 146.
Version R2021b
Windows 11
.NET

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