Thanks to @simonpedge I got it working. There was a conflict with the Power BI Embedded for WordPress plugin. Deactivating Power BI solved the issue.
Unrelated, but thanks to your suggestion I also checked for JavaScript errors and found some mixed media conflicts. Changing my site url and WordPress url under general settings to point to https:// instead of http:// solved that issue.
I was cringing about having to deactivate all plugins and retest one by one, but adding them back in groups until I noticed a problem made the process more efficient.