"Cannot start when Singleton is not set." error is thrown when creating a Relay session without a NetworkManager in the Scene

How to reproduce:
1. Create a new Unity project and install the Multiplayer Services and Netcode for GameObjects packages
2. Link the project to a Unity Cloud project ID in Project Settings -> Services
3. Import the attached "Repro" Script and attach it to any GameObejct
4. Enter Play Mode
5. Observe the Console

Expected results: The error states that a NetworkManager is required in the Scene to create a session with a network
Actual results: "SessionException: Cannot start when Singleton is not set." error is thrown, which is an internal Netcode message that never mentions NetworkManager

Reproducible with: 2.3.1 (6000.5.9f1)

Reproducible on: Ubuntu 24.04.4 LTS, macOS Tahoe 26 (M1)
Not reproducible on: No other environment tested

Note: Adding a GameObject with a NetworkManager and a UnityTransport component to the Scene makes the identical call succeed (session created, NetworkManager.Singleton.IsListening is true), which confirms the missing NetworkManager is the actual cause

First line of error:
SessionException: Cannot start when Singleton is not set.