Thank you for the reply. I don't have any support requests on the Help + Support page of Azure portal. Despite the message "Successfully created support ticket [...]", the support ticket is in fact not created. This looks like a bug to me. I tried once again today with the same results.
Anyhow, I managed to get the code in the tutorial running by removing the compute cluster (used to train the model in the tutorial), and setting the compute instance to a Standard_DS2_v2 VM. These steps allowed me to get within 6 cores, which is what I have by default for this family and region. I would like to be able to raise that limit though.