Calling a web service from SQL Server 2017 - sp_OAMethod - A connection with the server could not be established - ole

Question

I am trying to connect to a JSON web service using SQL Server's sp_OA methods.
Here's my script (modified from the one here):
DECLARE #TheURL VARCHAR(255) = 'http://ip.jsontest.com/' ,-- the url of the web service
#TheResponse NVARCHAR(4000), --the resulting JSON
#source nvarchar(255), --error source
#description nvarchar(255) --error description
DECLARE #obj INT, #hr INT, #status INT, #message VARCHAR(255);
EXEC #hr = sp_OACreate 'MSXML2.ServerXMLHttp', #obj OUT; --not really sure what ProgID or CLSID this is referencing
SELECT #hr
EXEC #hr = sp_OAMethod #obj, 'open', NULL, 'GET', #TheURL, false;
SELECT #hr
IF #hr = 0
EXEC #hr = sp_OAMethod #obj, 'setRequestHeader', NULL, 'Content-Type',
'application/x-www-form-urlencoded';
SELECT #hr
SET #message = 'sp_OAMethod Send failed';
EXEC #hr = sp_OAMethod #obj, send, NULL, '';
SELECT #hr
EXEC sp_OAGetErrorInfo #obj, #source out, #description out
SELECT #source, #description
IF #hr = 0
EXEC #hr = sp_OAGetProperty #obj, 'status', #status OUT;
IF #status <> 200
BEGIN
SELECT #message = 'sp_OAMethod http status ' + Str(#status), #hr = -1;
END;
SET #message = 'sp_OAMethod read response failed';
IF #hr = 0
BEGIN
EXEC #hr = sp_OAGetProperty #obj, 'responseText', #Theresponse OUT;
END;
EXEC sp_OADestroy #obj;
IF #hr <> 0
RAISERROR(#message, 16, 1);
I end up getting an error, the source is msxml3.dll and the description is
A connection with the server could not be established
I'm using SQL Server 2017 on Windows Server 2012. I've seen some resolutions for Windows Server 2003 and 2008 saying to apply a hotfix, however, I would assume they've fixed that in subsequent versions.
Any ideas on how I could resolve this error?