I was able to resolve this issue (as others mentioned in comments) by disabling "Enable Promotion of Distributed Transactions for RPC" (i.e. setting it to False
):
As requested by @WonderWorker, you can do this via SQL script:
EXEC master.dbo.sp_serveroption
@server = N'[mylinkedserver]',
@optname = N'remote proc transaction promotion',
@optvalue = N'false'