Error while running OffscreenRendering simple examplw

### Checklist

- [X] I have searched for [similar issues](https://github.com/isl-org/Open3D/issues).
- [X] For Python issues, I have tested with the [latest development wheel](http://www.open3d.org/docs/latest/getting_started.html#development-version-pip).
- [X] I have checked the [release documentation](http://www.open3d.org/docs/release/) and the [latest documentation](http://www.open3d.org/docs/latest/) (for `master` branch).

### My Question

I am trying to run a simple example(see code below) but I get an error that I cannot figure out how to solve.

OS: Windows 11
Python: 3.8.8

```
import open3d as o3d
from matplotlib import pyplot as plt

sphere = o3d.geometry.TriangleMesh.create_sphere(4.0)
sphere.compute_vertex_normals()
cylinder = o3d.geometry.TriangleMesh.create_cylinder(1.0, 4.0, 30, 4)
cylinder.compute_triangle_normals()
cylinder.translate([6, 2, 0.0])

render = o3d.visualization.rendering.OffscreenRenderer(640, 480)
mat = o3d.visualization.rendering.MaterialRecord()
mat.shader = 'defaultLit'

render.scene.add_geometry("sphere1", sphere, mat)
render.scene.add_geometry("cylinder1", cylinder, mat)
render.setup_camera(45, [0, 0, 0], [0, 0, -25.0], [0, 1, 0])

cimg = render.render_to_image()
dimg = render.render_to_depth_image()

plt.subplot(1, 2, 1)
plt.imshow(cimg)
plt.subplot(1, 2, 2)
plt.imshow(dimg)
plt.show()
```

```
Python 3.8.8rc1 (tags/v3.8.8rc1:dfd7d68, Feb 17 2021, 11:01:21) [MSC v.1928 64 bit (AMD64)]
Type 'copyright', 'credits' or 'license' for more information
IPython 8.4.0 -- An enhanced Interactive Python. Type '?' for help.

In [1]: import open3d as o3d^M
...: from matplotlib import pyplot as plt^M
...: ^M
...: sphere = o3d.geometry.TriangleMesh.create_sphere(4.0)^M
...: sphere.compute_vertex_normals()^M
...: cylinder = o3d.geometry.TriangleMesh.create_cylinder(1.0, 4.0, 30, 4)^M
...: cylinder.compute_triangle_normals()^M
...: cylinder.translate([6, 2, 0.0])^M
...: ^M
...: render = o3d.visualization.rendering.OffscreenRenderer(640, 480)^M
...: mat = o3d.visualization.rendering.MaterialRecord()^M
...: mat.shader = 'defaultLit'^M
...: ^M
...: render.scene.add_geometry("sphere1", sphere, mat)^M
...: render.scene.add_geometry("cylinder1", cylinder, mat)^M
...: render.setup_camera(45, [0, 0, 0], [0, 0, -25.0], [0, 1, 0])^M
...: ^M
...: cimg = render.render_to_image()^M
...: dimg = render.render_to_depth_image()^M
...: ^M
...: plt.subplot(1, 2, 1)^M
...: plt.imshow(cimg)^M
...: plt.subplot(1, 2, 2)^M
...: plt.imshow(dimg)^M
...: plt.show()
[Open3D Error] (__cdecl open3d::visualization::rendering::EngineInstance::EngineInstance(void)) D:\a\Open3D\Open3D\cpp\open3d\visualization\rendering\filament\FilamentEngine.cpp:123: EGL Headless is not supported on this platform.

---------------------------------------------------------------------------
RuntimeError Traceback (most recent call last)
Input In [1], in ()
7 cylinder.compute_triangle_normals()
8 cylinder.translate([6, 2, 0.0])
---> 10 render = o3d.visualization.rendering.OffscreenRenderer(640, 480)
11 mat = o3d.visualization.rendering.MaterialRecord()
12 mat.shader = 'defaultLit'

RuntimeError: [Open3D Error] (__cdecl open3d::visualization::rendering::EngineInstance::EngineInstance(void)) D:\a\Open3D\Open3D\cpp\open3d\visualization\rendering\filament\FilamentEngine.cpp:123: EGL Headless is not supported on this platform.
```