I just followed the instructions and found no issues on either x86 Linux, and ARM macOS. I also tested with cargo-risczero v1.20 with rustc 1.81, 1.83, 1.84 and with the same targets installed (riscv32im-unknown-none-elf, x86_64-unknown-linux-gnu) and without. Everything worked.

Could you please post the output of rzup show and also the output of cat rust_toolchain.toml in your directory?