nrfjprog shows ERROR: Unable to connect to a debugger

Trying to evaluate Nordic nRF52840 but it refuses to work.

nrfjprog -f nrf52 --sectorerase --program build/nrf52840/dk/hello-world.hex
[error] [ Client] - Encountered error -105: Command connect_to_emu_with_snr executed for 217 milliseconds with result -105
ERROR: Unable to connect to a debugger.
[error] [ Worker] - JLinkARM.dll Open returned error 'Cannot connect to J-Link.'
ERROR: The JLinkARM DLL timed out while communicating to the J-Link probe.
ERROR: If the error condition persists, run the same command again with
ERROR: argument -- log, contact Nordic Semiconductor and provide the generated
ERROR: log.log file to them.
NOTE: For additional output, try running again with logging enabled (--log).
NOTE: Any generated log error messages will be displayed.

Adding `--log` creates an empty `log.log` file. And I'm not finding error 105 in the docs.

The following does not work either

nrfjprog --recover
[error] [ Client] - Encountered error -105: Command connect_to_emu_with_snr executed for 264 milliseconds with result -105
ERROR: Unable to connect to a debugger.
[error] [ Worker] - JLinkARM.dll Open returned error 'Cannot connect to J-Link.'
ERROR: The JLinkARM DLL timed out while communicating to the J-Link probe.
ERROR: If the error condition persists, run the same command again with
ERROR: argument -- log, contact Nordic Semiconductor and provide the generated
ERROR: log.log file to them.
NOTE: For additional output, try running again with logging enabled (--log).
NOTE: Any generated log error messages will be displayed.

Details on the environment:

nrfjprog -v
nrfjprog version: 10.22.0 external
JLinkARM.dll version: 7.80c

running on Ubuntu 22.04.2 LTS

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