That’s because it’s a shortcode available to WordPress.COM sites. 😉
To clear up any confusion, WordPress.com and WordPress.org are two different entities: https://wordpress.org/support/article/wordpress-vs-wordpress-com/
You can, however, add its functionality to your self-hosted WordPress.ORG site by adding the Jetpack plugin: https://jetpack.com/
For details, see https://jetpack.com/support/shortcode-embeds/
Thanks for the clarification, i would have never figured that out on my own!
Just installed JetPack. The Quiz shortcode now works great.