I have this code

//var receiver = client.CreateReceiver(queueName);
//var message = await receiver.ReceiveMessageAsync();
//Console.WriteLine(message.Body);
//await receiver.CompleteMessageAsync(message);

using queueworker;
using Microsoft.Extensions.Logging;
using Azure.Messaging.ServiceBus;
using Azure.Core.Diagnostics;
using System.Diagnostics.Tracing;
using Microsoft.Extensions.Azure;
using worker.Services;

const string connstr = "Endpoint=.../;SharedAccessKeyName=...";
const string queueName = "...";

Console.WriteLine("Starting the queue client");

// Set the logger, otherwise the processor will eat the exceptions
using AzureEventSourceListener listener =
    AzureEventSourceListener.CreateConsoleLogger(EventLevel.Verbose);

var sbClientOptions = new ServiceBusClientOptions
{
    TransportType = ServiceBusTransportType.AmqpWebSockets
};

var client = new ServiceBusClient(connstr, sbClientOptions);

// create the options to use for configuring the processor
var sbProcessorOptions = new ServiceBusProcessorOptions
{
    AutoCompleteMessages = false,
    MaxConcurrentCalls = 2,
};

await using ServiceBusProcessor processor = client.CreateProcessor(queueName, sbProcessorOptions);
processor.ProcessMessageAsync += MessageHandler;
processor.ProcessErrorAsync += ErrorHandler;

async Task MessageHandler(ProcessMessageEventArgs args)
{
    try
    {
        string body = args.Message.Body.ToString();
        Console.WriteLine(body);
        await args.CompleteMessageAsync(args.Message);
    }
    catch (Exception ex)
    {
        Console.WriteLine(ex.ToString());
    }
}

Task ErrorHandler(ProcessErrorEventArgs args)
{
    // the error source tells me at what point in the processing an error occurred
    Console.WriteLine(args.ErrorSource);
    // the fully qualified namespace is available
    Console.WriteLine(args.FullyQualifiedNamespace);
    // as well as the entity path
    Console.WriteLine(args.EntityPath);
    Console.WriteLine(args.Exception.ToString());
    return Task.CompletedTask;
}

// Processing is happening in the background, we need to wait
while (true)
{
    Console.WriteLine($"Processor - IsProcessing:{processor.IsProcessing} IsClosed:{processor.IsClosed}");
    await Task.Delay(10000);
}

MessageHandler and ErrorHandler are never called and it does not print any errors.
The Console shows:

Starting the queue client
[Verbose] Azure-Messaging-ServiceBus: Creating a ServiceBusClient (Namespace: 'xxx.servicebus.windows.net', Entity name: ''
[Verbose] Azure-Messaging-ServiceBus: A ServiceBusClient has been created (Identifier '').
Processor - IsProcessing:False IsClosed:False

If in the same console app I do

var receiver = client.CreateReceiver(queueName);
var message = await receiver.ReceiveMessageAsync();
Console.WriteLine(message.Body);
await receiver.CompleteMessageAsync(message);

Then I get messages. So I assume that the connection string/key etc works fine.