The demonstrations rely on you using the latest OpenAI SDK client, which sends “Assistants=v2” headers to employ the correct API set. That is what unlocks vector stores and prevents use of retrieval.
For your installation or venv of Python, you would need to pip install --upgrade "openai>1.30"
Then you get: extra_headers = {"OpenAI-Beta": "assistants=v2", **(extra_headers or {})}
See if that doesn’t improve the symptom if you again continue with the demonstration code for creating a vector store.