I also had to edit ~/zephyrproject/zephyr/build/CMakeCache.txt and point PYTHON_EXECUTABLE:FILEPATH and WEST:FILEPATH to respective executables under in the right conda env. Maybe it wouldn't be necessary if didn't forget to activate the conda env before installing west and requirements first time.
I wonder if conda virtual envs are worth mentioning in Getting Started.
And I can move on to troubleshooting missing stm32f3xx.h for board nucleo_f302r8
../soc/arm/st_stm32/stm32f3/soc.h:24:10: fatal error: stm32f3xx.h: No such file or directory 24 | #include <stm32f3xx.h>