I get "ValueError: HydraConfig was not set" when I use "hydra.initialize"

[RoyBatty42]

I want to use Hydra in Google Colab, and based on the official Hydra documentation (https://hydra.cc/docs/advanced/compose_api/) I do the following:

import hydra
import os
from hydra.core.hydra_config import HydraConfig
from omegaconf import DictConfig, OmegaConf


def main(cfg: DictConfig) -> None:
    print(f"hydra.__version__ = {hydra.__version__}")
    print(OmegaConf.to_yaml(cfg))    
    print(f"Output directory  : {hydra.core.hydra_config.HydraConfig.get().runtime.output_dir}")


if __name__ == "__main__":
    with hydra.initialize(version_base=None, config_path="conf"):
        cfg = hydra.compose(config_name="config")
        main(cfg)

In the same folder with the above code (which is in a file named test_hydra.py), I have a folder named "conf", with a file named "config.yaml", with a single property "my_test_hydra: test_hydra". The second "print" (from main) is correctly printing the content of the "conf/config.yaml".

I get the following output:

hydra.__version__ = 1.3.2
my_test_hydra: test_hydra

The problem is that I get following error:

Traceback (most recent call last):
  File "./test_hydra/test_hydra.py", line 17, in <module>
    main(cfg)
  File "./test_hydra/test_hydra.py", line 11, in main
    print(f"Output directory  : {hydra.core.hydra_config.HydraConfig.get().runtime.output_dir}")
                                 ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
  File "./lib/python3.11/site-packages/hydra/core/hydra_config.py", line 31, in get
    raise ValueError("HydraConfig was not set")
ValueError: HydraConfig was not set

Why is it HydraConfig not initialized?
Using @hydra.main(version_base=None, config_path="conf", config_name="config") is not an option, because I am inside Google Colab.
I tried the above mentioned code in Google Colab, and locally, but the result is the same error.
Before asking here, I checked the official documentation, but I found nothing for this topic.