Bigquery Remote Function: {'error': {'code': 400, 'message': Cloud resource connections not supported in this project}}

Question

I'm following the Bigquery Remote Function tutorial but when I try to create CLOUD_RESOURCE connection to interact with the Cloud Function by running the following command within the gcloud console:
bq mk --connection --display_name='my_gcf_conn' --connection_type=CLOUD_RESOURCE --project_id=$(gcloud config get-value project) --location=EU gcf-conn, It return this error:

bigquery_client.BigqueryInterfaceError: Error reported by server with missing error fields. Server returned: {'error': {'code': 400, 'message': 'Cloud resource connections not supported in this project.', 'status': 'INVALID_ARGUMENT'}}

I created a custom role with bigquery.connections.delegate and bigquery.routines.create permission and granted on the dataset where I'll create the remote function, I granted permission cloudfunctions.functions.invoke (e.g. via Cloud Functions Invoker role) but I couldn't be able to solve this issue to finish this tutorial.

Please, I appreciate any help.