I am running sqlfluff lint on a file and getting error:

L:   1 | P:   1 |  TMP | Unrecoverable failure in Jinja templating: no loader for  
                       | this environment specified. Have you configured your  
                       | variables?  
                       | https://docs.sqlfluff.com/en/latest/configuration.html

I have pored over the linked document but can’t figure out the problem. Below is a repro.

I have simply 2 files:

.
├── demo.sql
└── modules
    └── grant_privilege_on_integration_to_role.j2

modules/grant_privilege_on_integration_to_role.j2 contains:

{% macro grant_privilege_on_integration(privilege, integration, role) -%}
GRANT {{privilege}} ON INTEGRATION {{integration}} TO ROLE {{role}};;
{%- endmacro %}

demo.sql contains:

{% from 'modules/grant_privilege_on_integration_to_role.j2' import grant_privilege_on_integration %}

when I run sqlfluff lint --dialect snowflake demo.sql I get the error that you see above.

Can someone explain how I go about fixing this?