Query to get CustomMetrics in an app returns empty result. Using APIKey for authentication.

I'm trying to access AppInsights data, for now trying through a console app, using APIKey for authentication.
Surprisingly, I get empty result as response. Same query returns expected result when run in Azure portal.
Please help me understand what I am missing here.

Code:

public async Task<IList<IDictionary<string, string>>> ReadAsync(string applicationId, string apiKey)
        {
            ApiKeyClientCredentials credentials = new ApiKeyClientCredentials(apiKey);
            using ApplicationInsightsDataClient client = new ApplicationInsightsDataClient(credentials);
            client.AppId = applicationId;
            string query = "customMetrics | take 1";
            HttpOperationResponse<QueryResults> queryWithHttpMessagesAsync = await client.QueryWithHttpMessagesAsync(query);
            QueryResults result = queryWithHttpMessagesAsync.Body;
            IList<IDictionary<string, string>> resultsDictionary = result.Results.ToList();

            return resultsDictionary;
        }

Start by reproducing the ReadAsync method with the supplied customMetrics | take 1 query, application ID, and API key, then compare the response with the Azure portal result. Inspect the returned QueryResults and authentication context to identify why the console app receives no rows. Done means the cause of the empty result and the required correction are documented.