PROBLEM SOLVED - CLOSING THREAD
The source of the problem was that I did not follow through all the steps for the installation of the python API.
I did not have the docplex package installed, installing it and running the following command solved the issue.
docplex config --upgrade Full_Path_To_This_CPLEX_Studio_Installation
The release notes of the 22.1.2 version explain what to do :
https://www.ibm.com/docs/en/icos/22.1.2?topic=rnco2-cplex-python-api-now-installed-using-pip-conda