I tried to run Python code in Mathematica 12.1 on my Windows 10 computer. However, it seems that the python in conda has MissingDependencies, as shown below. 
According to this FAQ thread, https://support.wolfram.com/42342?src=mathematica, this suggests that I need to install the pyzmq package to fix this issue. However, the pyzmq is already contained in conda... 
So, what should I do to make the Conda Python work in Mathematica 12.1?