I was inattentive when looking through workflow run logs, because there were messages giving a hint on what needs to be adjusted:

The build scan was not published due to a configuration problem.

The Gradle Terms of Use have not been agreed to.

For more information, please see https://gradle.com/help/gradle-plugin-terms-of-use.

I looked through https://gradle.com/help/gradle-plugin-terms-of-use, and applied the following changes:

1. Added com.gradle.develocity plugin to my settings.gradle:

   plugins {
       id 'com.gradle.develocity' version '4.0.2'
   }
   

2. Added develocity config to my build.gradle:

   develocity {
       buildScan {
           termsOfUseUrl = "https://gradle.com/help/legal-terms-of-use"
           termsOfUseAgree = "yes"
       }
   }
   

And now my workflow publishes Build Scans: