[sql-server] Unable to begin a distributed transaction

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):

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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'