You can review the 'UnknownUser' user's permissions. In the documentation it says that 'Embedded SQL' does not check permissions:

InterSystems SQL enforces privilege checking for ODBC, JDBC, Dynamic SQL, and the SQL Shell interface on InterSystems IRIS data platform. Embedded SQL statements do not perform privilege checking;

Or use an authenticated user with the proper permissions;

About privileges and users: Users, Roles, and Privileges

About authentication: Authentication and Authorization

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