CSR can not have a passphrase / challenge phrase. Enter a new CSR.

I am trying to update the certificate on my Sophos XG (SFOS 18.5.2 MR-2-Build380). I've created the CSR and when I try to submit it to the CA I'm getting the below error:

CSR can not have a passphrase / challenge phrase. Enter a new CSR.

I don't have an option to set a passphrase during creation, yet the CA seems to think one is in the CSR.

Please advise.