Hi @John Dawson
You are indeed missing a simple configuration. From my testing, this linked service also works for web activity, you just forgot to choose the authentication type in the web activity.
There is a similar question on SO.
If the answer is helpful, please click "Accept Answer" and kindly upvote it. If you have extra questions about this answer, please click "Comment".
Note: Please follow the steps in our documentation to enable e-mail notifications if you want to receive the related email notification for this thread.