[BUG] wheel client executed from engine is giving Authentication failure when key.delete is used

Description
I'm using wheel module in an engine to delete old minion keys, I see the keys are not deleted anymore so I decided to follow the documentation to see if I something was changed and I have to fix it, If I follow the description of how to use key.delete from python as shown here:
https://docs.saltproject.io/en/3003/ref/wheel/all/salt.wheel.key.html#module-salt.wheel.key

Every time I use it it looks ok giving me the expecting output

 $: wheel.cmd_async({'fun': 'key.delete', 'match': 'minion1'})
 {'tag': 'salt/wheel/20211228113345521724', 'jid': '20211228113345521724'} 

But the key is not deleted and I see this error message in the logs
salt-master[29647]: [WARNING ] Authentication failure of type "user" occurred.
This is exactly what is happening when the code is executed from the engine

Steps to Reproduce the behavior
from a Python interpreter ("same" code is in the engine)

import salt.wheel
wheel = salt.wheel.WheelClient(__opts__)
wheel.cmd_async({'fun': 'key.delete', 'match': 'minion1'})

Expected behavior
The minion key should be deleted

Versions Report

Salt Version:
          Salt: 3003.3
 
Dependency Versions:
          cffi: 1.14.6
      cherrypy: Not Installed
      dateutil: 2.6.1
     docker-py: Not Installed
         gitdb: Not Installed
     gitpython: Not Installed
        Jinja2: 2.10
       libgit2: Not Installed
      M2Crypto: 0.38.0
          Mako: Not Installed
       msgpack: 1.0.2
  msgpack-pure: Not Installed
  mysql-python: Not Installed
     pycparser: 2.20
      pycrypto: 2.6.1
  pycryptodome: 3.10.1
        pygit2: Not Installed
        Python: 3.8.0 (default, Feb 25 2021, 22:10:10)
  python-gnupg: 0.4.1
        PyYAML: 3.12
         PyZMQ: 22.2.1
         smmap: Not Installed
       timelib: Not Installed
       Tornado: 4.5.3
           ZMQ: 4.3.4
 
System Versions:
          dist: ubuntu 18.04 bionic
        locale: utf-8
       machine: x86_64
       release: 5.4.0-65-generic
        system: Linux
       version: Ubuntu 18.04 bionic